+161.5%
SMR vs CVE
+67.9%
+93.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +6.9% |
| 7D | +1.7% | -10.1% | +11.8% | +6.9% |
| 30D | -24.4% | -12.1% | -12.3% | -20.3% |
| 3M | -44.6% | -1.9% | -42.7% | -45.2% |
| 6M | -56.7% | -1.8% | -54.8% | -57.9% |
| YTD | -61.6% | +65.8% | -127.4% | -75.2% |
| 1Y | -82.1% | +60.8% | -142.9% | -88.2% |
| 3Y | +161.5% | +70.1% | +91.4% | +65.3% |
| All | +161.5% | +67.9% | +93.6% | +65.3% |
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