+506.1%
SO vs CVE
+62.8%
+443.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.4% |
| 7D | +0.4% | -14.1% | +14.4% | +1.2% |
| 30D | +9.2% | -11.6% | +20.9% | +9.9% |
| 3M | +1.1% | 0.0% | +1.0% | +0.9% |
| 6M | -1.1% | -8.4% | +7.3% | -0.8% |
| YTD | +9.7% | +65.9% | -56.2% | +6.1% |
| 1Y | +5.5% | +69.4% | -63.9% | +1.8% |
| 3Y | +47.0% | +55.9% | -8.9% | +41.6% |
| 5Y | +77.6% | +146.2% | -68.6% | +64.2% |
| 10Y | +181.0% | +140.6% | +40.4% | +143.1% |
| All | +506.1% | +62.8% | +443.4% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling