+489.2%
SPCX vs CVE
+69.6%
+419.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.3% |
| 7D | +3.6% | +5.9% | -2.3% | -2.9% |
| 30D | -8.6% | -10.9% | +2.3% | +2.3% |
| 3M | -1.5% | -4.5% | +3.0% | -0.9% |
| 6M | +532.9% | +9.3% | +523.6% | +441.3% |
| YTD | +538.6% | +74.7% | +463.8% | +434.7% |
| 1Y | +442.9% | +65.8% | +377.0% | +355.6% |
| All | +489.2% | +69.6% | +419.6% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling