+192.9%
SO vs CVE
+147.6%
+45.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.5% |
| 7D | -0.9% | +4.6% | -5.6% | -1.2% |
| 30D | +4.9% | -12.0% | +16.9% | +5.6% |
| 3M | +0.8% | -3.8% | +4.6% | +0.9% |
| 6M | +0.6% | -2.7% | +3.3% | +0.5% |
| YTD | +8.7% | +73.6% | -64.9% | +5.2% |
| 1Y | +4.0% | +62.0% | -58.1% | +1.0% |
| 3Y | +50.6% | +72.7% | -22.1% | +44.7% |
| 5Y | +77.5% | +153.9% | -76.4% | +65.2% |
| All | +192.9% | +147.6% | +45.2% | +149.2% |
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 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