+573.2%
SPMO vs CVE
+133.7%
+439.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.7% |
| 30D | -0.4% | +16.7% | -17.1% | -2.4% |
| 3M | -1.9% | +9.3% | -11.2% | -3.2% |
| 6M | +25.0% | +43.6% | -18.6% | +18.5% |
| YTD | +26.0% | +93.6% | -67.6% | +14.5% |
| 1Y | +28.7% | +98.8% | -70.1% | +16.3% |
| 3Y | +160.9% | +73.6% | +87.3% | +136.7% |
| 5Y | +147.9% | +312.5% | -164.6% | +101.1% |
| 10Y | +518.9% | +161.0% | +357.9% | +353.9% |
| All | +573.2% | +133.7% | +439.6% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling