-7.7%
SRE vs CVE
+73.4%
-81.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.8% | -2.1% |
| 7D | -2.1% | -12.1% | +10.0% | -0.8% |
| 30D | +6.1% | -9.8% | +15.9% | +7.0% |
| 3M | -3.5% | -0.7% | -2.8% | -3.9% |
| 6M | -10.8% | -4.3% | -6.5% | -11.0% |
| YTD | -4.0% | +70.6% | -74.6% | -13.6% |
| 1Y | -7.7% | +73.2% | -80.8% | -16.9% |
| All | -7.7% | +73.4% | -81.0% | -16.9% |
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