+336.1%
SPGI vs CVE
+137.5%
+198.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | +2.6% | -14.1% | +16.6% | +4.4% |
| 30D | +19.3% | -11.6% | +30.9% | +20.9% |
| 3M | +15.5% | 0.0% | +15.4% | +15.0% |
| 6M | +18.3% | -8.4% | +26.7% | +18.8% |
| YTD | -3.8% | +65.9% | -69.7% | -11.5% |
| 1Y | +1.3% | +69.4% | -68.1% | -7.2% |
| 3Y | +33.6% | +55.9% | -22.3% | +21.7% |
| 5Y | +13.2% | +146.2% | -133.0% | -6.1% |
| All | +336.1% | +137.5% | +198.6% | +186.0% |
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