+22.0%
SPGI vs CVE
+72.1%
-50.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +8.4% | +16.7% | -8.3% | +7.6% |
| 3M | +11.8% | +9.3% | +2.6% | +11.4% |
| 6M | +5.7% | +43.6% | -37.9% | +2.7% |
| YTD | -9.7% | +93.6% | -103.3% | -15.3% |
| 1Y | -12.5% | +98.8% | -111.2% | -18.4% |
| All | +22.0% | +72.1% | -50.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling