-84.3%
SMR vs CVE
+67.8%
-152.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.8% | +16.2% |
| 7D | -9.6% | -16.1% | +6.5% | -11.0% |
| 30D | -33.8% | -10.4% | -23.4% | -34.3% |
| 3M | -46.4% | -2.4% | -44.0% | -46.3% |
| 6M | -62.4% | -4.4% | -58.0% | -62.2% |
| YTD | -64.1% | +64.9% | -129.1% | -70.2% |
| 1Y | -84.3% | +66.0% | -150.4% | -87.5% |
| All | -84.3% | +67.8% | -152.2% | -87.5% |
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