+248.5%
SU vs CVE
+170.0%
+78.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.6% |
| 7D | -1.0% | +0.2% | -1.1% | -1.1% |
| 30D | +13.7% | +17.5% | -3.8% | +3.7% |
| 3M | +8.0% | +16.2% | -8.2% | -1.0% |
| 6M | +21.0% | +47.8% | -26.7% | -3.3% |
| YTD | +56.2% | +98.5% | -42.2% | +5.1% |
| 1Y | +72.2% | +109.8% | -37.6% | +11.7% |
| 3Y | +118.1% | +75.5% | +42.6% | +53.7% |
| 5Y | +350.3% | +341.6% | +8.7% | +90.7% |
| 10Y | +248.5% | +159.8% | +88.7% | +42.7% |
| All | +248.5% | +170.0% | +78.4% | +42.7% |
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