+504.7%
SO vs CVE
+67.4%
+437.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +7.0% | -0.2% |
| 7D | +1.7% | -12.1% | +13.8% | +2.5% |
| 30D | +11.1% | -9.8% | +20.9% | +11.7% |
| 3M | +0.7% | -0.7% | +1.4% | +0.6% |
| 6M | -1.4% | -4.3% | +2.9% | -1.4% |
| YTD | +9.4% | +70.6% | -61.2% | +5.6% |
| 1Y | +3.7% | +73.2% | -69.4% | 0.0% |
| 3Y | +46.7% | +60.3% | -13.6% | +41.1% |
| 5Y | +78.9% | +159.3% | -80.4% | +64.9% |
| 10Y | +180.3% | +147.4% | +32.9% | +142.1% |
| All | +504.7% | +67.4% | +437.3% | +422.8% |
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 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