+1.7%
SPGI vs CVE
+59.0%
-57.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.8% |
| 7D | -0.9% | -10.1% | +9.2% | -2.3% |
| 30D | +15.5% | -12.1% | +27.6% | +13.5% |
| 3M | +15.7% | -1.9% | +17.5% | +15.5% |
| 6M | +19.1% | -1.8% | +20.9% | +19.5% |
| YTD | -4.1% | +65.8% | -69.8% | -0.2% |
| All | +1.7% | +59.0% | -57.3% | +6.2% |
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 · 6 months rolling