+223.9%
SU vs CVE
+132.7%
+91.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -10.2% | -10.0% | -0.2% | -4.7% |
| 30D | -6.2% | -11.9% | +5.6% | +0.8% |
| 3M | +8.7% | -5.9% | +14.6% | +12.6% |
| 6M | +7.2% | -1.6% | +8.8% | +8.1% |
| YTD | +55.9% | +66.3% | -10.3% | +16.1% |
| 1Y | +60.4% | +57.5% | +2.9% | +23.0% |
| 3Y | +125.2% | +65.4% | +59.8% | +64.4% |
| 5Y | +216.7% | +144.2% | +72.6% | +85.1% |
| 10Y | +223.9% | +135.5% | +88.4% | +37.7% |
| All | +223.9% | +132.7% | +91.2% | +37.7% |
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 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