+76.1%
SO vs CVE
+136.5%
-60.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.1% | -10.0% | +9.9% | +0.3% |
| 30D | +8.7% | -11.9% | +20.5% | +9.1% |
| 3M | +3.4% | -5.9% | +9.3% | +3.5% |
| 6M | +3.7% | -1.6% | +5.3% | +3.5% |
| YTD | +10.0% | +66.3% | -56.2% | +7.5% |
| 1Y | +6.6% | +57.5% | -50.9% | +4.3% |
| 3Y | +52.5% | +65.4% | -12.9% | +48.2% |
| 5Y | +76.1% | +144.2% | -68.1% | +68.8% |
| All | +76.1% | +136.5% | -60.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling