+116.7%
SRE vs CVE
+136.7%
-20.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -8.4% | -10.1% | +1.7% | -7.1% |
| 30D | -3.2% | -12.1% | +8.9% | -1.6% |
| 3M | -5.3% | -1.9% | -3.4% | -5.3% |
| 6M | -12.6% | -1.8% | -10.8% | -12.8% |
| YTD | -8.8% | +65.8% | -74.5% | -15.3% |
| 1Y | -13.4% | +60.8% | -74.3% | -19.3% |
| 3Y | +24.4% | +70.1% | -45.7% | +13.4% |
| 5Y | +47.3% | +134.8% | -87.4% | +26.6% |
| 10Y | +116.7% | +130.1% | -13.4% | +63.7% |
| All | +116.7% | +136.7% | -20.0% | +63.7% |
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