+50.5%
SRE vs CVE
+150.7%
-100.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -4.5% | -10.8% | +6.4% | -3.0% |
| 3M | -7.7% | -4.3% | -3.4% | -7.4% |
| 6M | -14.4% | -1.5% | -13.0% | -14.8% |
| YTD | -9.4% | +70.7% | -80.1% | -17.6% |
| 1Y | -13.8% | +58.1% | -71.9% | -20.7% |
| 3Y | +22.2% | +69.8% | -47.7% | +8.5% |
| 5Y | +50.5% | +148.9% | -98.5% | +23.7% |
| All | +50.5% | +150.7% | -100.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling