+155.0%
SO vs CVE
+159.5%
-4.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | -4.6% | +16.7% | -21.3% | -5.4% |
| 3M | -3.0% | +9.3% | -12.3% | -3.6% |
| 6M | -8.3% | +43.6% | -51.9% | -10.2% |
| YTD | +3.5% | +93.6% | -90.1% | -0.3% |
| 1Y | -0.9% | +98.8% | -99.7% | -4.8% |
| 3Y | +45.4% | +73.6% | -28.2% | +39.9% |
| 5Y | +59.6% | +312.5% | -252.9% | +44.4% |
| All | +155.0% | +159.5% | -4.5% | +115.6% |
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 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