+47.9%
SO vs CVE
+53.7%
-5.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -1.5% | -16.1% | +14.7% | -1.5% |
| 30D | +8.1% | -10.4% | +18.5% | +8.0% |
| 3M | +0.2% | -2.4% | +2.6% | +0.1% |
| 6M | +0.4% | -4.4% | +4.8% | +0.3% |
| YTD | +8.5% | +64.9% | -56.4% | +8.9% |
| 1Y | +4.9% | +66.0% | -61.1% | +5.4% |
| 3Y | +47.9% | +57.7% | -9.7% | +46.4% |
| All | +47.9% | +53.7% | -5.8% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling