+55.8%
SMR vs CVE
+53.7%
+2.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.8% | +16.5% |
| 7D | -9.6% | -16.1% | +6.5% | -1.9% |
| 30D | -33.8% | -10.4% | -23.4% | -30.9% |
| 3M | -46.4% | -2.4% | -44.0% | -46.8% |
| 6M | -62.4% | -4.4% | -58.0% | -62.9% |
| YTD | -64.1% | +64.9% | -129.1% | -76.8% |
| 1Y | -84.3% | +66.0% | -150.4% | -90.0% |
| 3Y | +55.8% | +57.7% | -1.8% | +3.2% |
| All | +55.8% | +53.7% | +2.1% | +3.2% |
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