+130.2%
SRE vs CVE
+149.3%
-19.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | +1.8% | +5.9% | -4.2% | +1.0% |
| 30D | -3.0% | -10.9% | +7.9% | -1.6% |
| 3M | -7.3% | -4.5% | -2.7% | -6.9% |
| 6M | -11.9% | -1.0% | -10.9% | -12.2% |
| YTD | -7.9% | +74.7% | -82.6% | -15.0% |
| 1Y | -11.1% | +65.8% | -77.0% | -17.5% |
| 3Y | +24.8% | +73.2% | -48.4% | +13.5% |
| 5Y | +52.4% | +155.6% | -103.2% | +29.6% |
| All | +130.2% | +149.3% | -19.1% | +72.9% |
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 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