+116.8%
SRE vs CVE
+159.5%
-42.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | -0.7% | +16.7% | -17.5% | -2.8% |
| 3M | -6.3% | +9.3% | -15.6% | -7.6% |
| 6M | -10.7% | +43.6% | -54.2% | -15.2% |
| YTD | -3.5% | +93.6% | -97.1% | -12.0% |
| 1Y | +5.3% | +98.8% | -93.5% | -4.5% |
| 3Y | +31.8% | +73.6% | -41.8% | +19.9% |
| 5Y | +47.4% | +312.5% | -265.1% | +18.0% |
| All | +116.8% | +159.5% | -42.6% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling