+128.5%
SRE vs CVE
+147.6%
-19.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.1% | +4.6% | -5.7% | -1.6% |
| 30D | -4.1% | -12.0% | +7.9% | -2.6% |
| 3M | -7.3% | -3.8% | -3.5% | -7.0% |
| 6M | -14.1% | -2.7% | -11.4% | -14.2% |
| YTD | -8.5% | +73.6% | -82.1% | -15.5% |
| 1Y | -12.0% | +62.0% | -74.0% | -18.1% |
| 3Y | +23.4% | +72.7% | -49.4% | +12.3% |
| 5Y | +51.3% | +153.9% | -102.6% | +28.8% |
| All | +128.5% | +147.6% | -19.1% | +71.8% |
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