+402.5%
SRE vs CVE
+61.8%
+340.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -9.2% | -16.1% | +7.0% | -6.9% |
| 30D | -1.9% | -10.4% | +8.5% | -0.5% |
| 3M | -6.5% | -2.4% | -4.2% | -6.5% |
| 6M | -15.2% | -4.4% | -10.8% | -15.1% |
| YTD | -9.5% | +64.9% | -74.4% | -16.4% |
| 1Y | -13.2% | +66.0% | -79.2% | -20.0% |
| 3Y | +19.5% | +57.7% | -38.2% | +9.2% |
| 5Y | +43.6% | +144.7% | -101.2% | +20.6% |
| 10Y | +109.9% | +139.2% | -29.3% | +56.4% |
| All | +402.5% | +61.8% | +340.7% | +283.5% |
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