-80.4%
SMR vs CVE
+60.9%
-141.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.3% |
| 7D | +1.9% | +0.1% | +1.9% | +2.0% |
| 30D | -21.9% | -10.8% | -11.1% | -22.4% |
| 3M | -47.1% | -4.3% | -42.8% | -47.2% |
| 6M | -60.6% | -1.5% | -59.2% | -60.3% |
| YTD | -63.1% | +70.7% | -133.8% | -71.8% |
| 1Y | -80.4% | +58.1% | -138.5% | -83.7% |
| All | -80.4% | +60.9% | -141.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling