+4.9%
SO vs CVE
+67.8%
-62.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -1.5% | -16.1% | +14.7% | -1.0% |
| 30D | +8.1% | -10.4% | +18.5% | +8.2% |
| 3M | +0.2% | -2.4% | +2.6% | -0.1% |
| 6M | +0.4% | -4.4% | +4.8% | 0.0% |
| YTD | +8.5% | +64.9% | -56.4% | +4.2% |
| 1Y | +4.9% | +66.0% | -61.1% | +0.5% |
| All | +4.9% | +67.8% | -62.9% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling