-56.6%
SMR vs CVE
+93.3%
-149.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.7% | -12.1% | -13.7% |
| 7D | -26.2% | -14.1% | -12.1% | -21.6% |
| 30D | -45.5% | -11.6% | -33.9% | -43.1% |
| 3M | -53.4% | 0.0% | -53.5% | -54.0% |
| 6M | -63.2% | -8.4% | -54.8% | -62.9% |
| YTD | -69.2% | +65.9% | -135.1% | -77.1% |
| 1Y | -88.5% | +69.4% | -157.9% | -91.6% |
| 3Y | +26.7% | +55.9% | -29.3% | -5.7% |
| All | -56.6% | +93.3% | -149.8% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling