+331.8%
SPGI vs CVE
+136.1%
+195.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.3% | -16.1% | +16.4% | +2.4% |
| 30D | +18.4% | -10.4% | +28.8% | +19.8% |
| 3M | +15.7% | -2.4% | +18.1% | +15.6% |
| 6M | +17.3% | -4.4% | +21.7% | +17.1% |
| YTD | -4.7% | +64.9% | -69.7% | -12.3% |
| 1Y | +1.8% | +66.0% | -64.2% | -6.5% |
| 3Y | +31.7% | +57.7% | -26.0% | +19.8% |
| 5Y | +12.1% | +144.7% | -132.7% | -7.0% |
| All | +331.8% | +136.1% | +195.7% | +183.5% |
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