-52.1%
SMR vs CVE
+102.2%
-154.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -8.5% |
| 7D | +10.3% | +4.6% | +5.7% | +8.2% |
| 30D | -25.7% | -12.0% | -13.7% | -22.2% |
| 3M | -49.7% | -3.8% | -46.0% | -49.5% |
| 6M | -59.8% | -2.7% | -57.1% | -60.4% |
| YTD | -66.0% | +73.6% | -139.6% | -75.3% |
| 1Y | -81.4% | +62.0% | -143.4% | -86.0% |
| 3Y | +130.6% | +72.7% | +57.9% | +65.4% |
| All | -52.1% | +102.2% | -154.3% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling