+472.2%
SO vs CVE
+89.9%
+382.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | -4.6% | +16.7% | -21.3% | -5.5% |
| 3M | -3.0% | +9.3% | -12.3% | -3.7% |
| 6M | -8.3% | +43.6% | -51.9% | -10.4% |
| YTD | +3.5% | +93.6% | -90.1% | -0.7% |
| 1Y | -0.9% | +98.8% | -99.7% | -5.2% |
| 3Y | +45.4% | +73.6% | -28.2% | +39.3% |
| 5Y | +59.6% | +312.5% | -252.9% | +43.0% |
| 10Y | +156.6% | +161.0% | -4.4% | +121.3% |
| All | +472.2% | +89.9% | +382.3% | +391.6% |
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