+119.4%
SPMO vs CVE
+68.0%
+51.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.6% | -10.0% | +7.3% | -1.1% |
| 30D | -14.2% | -11.9% | -2.4% | -12.7% |
| 3M | -12.7% | -5.9% | -6.7% | -12.2% |
| 6M | -9.6% | -1.6% | -8.0% | -10.0% |
| YTD | +9.3% | +66.3% | -57.0% | -3.5% |
| 1Y | +8.2% | +57.5% | -49.3% | -3.4% |
| 3Y | +119.4% | +65.4% | +54.0% | +84.6% |
| All | +119.4% | +68.0% | +51.4% | +84.6% |
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