+413.2%
SRE vs CVE
+62.8%
+350.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.3% |
| 7D | -7.1% | -14.1% | +7.0% | -5.1% |
| 30D | -0.2% | -11.6% | +11.4% | +1.5% |
| 3M | -4.9% | 0.0% | -5.0% | -5.2% |
| 6M | -14.1% | -8.4% | -5.7% | -13.5% |
| YTD | -7.5% | +65.9% | -73.4% | -14.7% |
| 1Y | -11.0% | +69.4% | -80.4% | -18.2% |
| 3Y | +21.2% | +55.9% | -34.7% | +11.0% |
| 5Y | +46.6% | +146.2% | -99.5% | +23.1% |
| 10Y | +114.4% | +140.6% | -26.3% | +59.5% |
| All | +413.2% | +62.8% | +350.4% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling