+308.3%
SPGI vs CVE
+159.5%
+148.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.2% |
| 30D | +8.4% | +16.7% | -8.3% | +6.2% |
| 3M | +11.8% | +9.3% | +2.6% | +10.2% |
| 6M | +5.7% | +43.6% | -37.9% | 0.0% |
| YTD | -9.7% | +93.6% | -103.3% | -18.4% |
| 1Y | -12.5% | +98.8% | -111.2% | -21.4% |
| 3Y | +21.8% | +73.6% | -51.8% | +9.7% |
| 5Y | +8.2% | +312.5% | -304.3% | -16.7% |
| All | +308.3% | +159.5% | +148.9% | +169.0% |
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