+178.2%
SO vs CVE
+137.5%
+40.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.4% |
| 7D | +0.4% | -14.1% | +14.4% | +1.1% |
| 30D | +9.2% | -11.6% | +20.9% | +9.9% |
| 3M | +1.1% | 0.0% | +1.0% | +1.0% |
| 6M | -1.1% | -8.4% | +7.3% | -0.8% |
| YTD | +9.7% | +65.9% | -56.2% | +6.4% |
| 1Y | +5.5% | +69.4% | -63.9% | +2.2% |
| 3Y | +47.0% | +55.9% | -8.9% | +42.2% |
| 5Y | +77.6% | +146.2% | -68.6% | +65.5% |
| All | +178.2% | +137.5% | +40.6% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling