-64.8%
SPCH vs CVE
+2.6%
-67.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.6% | +17.4% | +16.8% |
| 7D | -3.0% | -16.1% | +13.1% | -5.7% |
| 30D | -39.8% | -10.4% | -29.4% | -39.9% |
| 3M | +16.8% | -2.4% | +19.2% | +18.4% |
| All | -64.8% | +2.6% | -67.4% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling