+215.1%
SU vs CVE
+142.8%
+72.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -13.4% | -16.1% | +2.7% | -2.6% |
| 30D | +0.9% | -10.4% | +11.3% | +8.6% |
| 3M | +12.8% | -2.4% | +15.1% | +14.5% |
| 6M | +8.3% | -4.4% | +12.7% | +11.2% |
| YTD | +58.2% | +64.9% | -6.7% | +12.0% |
| 1Y | +67.1% | +66.0% | +1.1% | +17.5% |
| 3Y | +125.6% | +57.7% | +68.0% | +59.8% |
| All | +215.1% | +142.8% | +72.3% | +64.0% |
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