+5.5%
SO vs CVE
+68.4%
-62.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.3% |
| 7D | +0.4% | -14.1% | +14.4% | +0.7% |
| 30D | +9.2% | -11.6% | +20.9% | +9.4% |
| 3M | +1.1% | 0.0% | +1.0% | +0.6% |
| 6M | -1.1% | -8.4% | +7.3% | -1.1% |
| YTD | +9.7% | +65.9% | -56.2% | +5.4% |
| 1Y | +5.5% | +69.4% | -63.9% | +1.1% |
| All | +5.5% | +68.4% | -62.9% | +1.1% |
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 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