+56.5%
SMR vs CVE
+72.1%
-15.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +4.4% | +2.5% | +1.9% | +3.0% |
| 30D | +3.4% | +16.7% | -13.3% | -5.5% |
| 3M | -19.2% | +9.3% | -28.4% | -23.8% |
| 6M | -22.6% | +43.6% | -66.2% | -42.2% |
| YTD | -31.5% | +93.6% | -125.1% | -59.5% |
| 1Y | -73.1% | +98.8% | -171.8% | -84.6% |
| All | +56.5% | +72.1% | -15.6% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling