+199.6%
SU vs CVE
+89.9%
+109.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.1% |
| 30D | +7.9% | +16.7% | -8.9% | -1.8% |
| 3M | +3.5% | +9.3% | -5.8% | -2.0% |
| 6M | +19.0% | +43.6% | -24.6% | -4.6% |
| YTD | +55.0% | +93.6% | -38.6% | +3.3% |
| 1Y | +71.2% | +98.8% | -27.5% | +11.7% |
| 3Y | +117.4% | +73.6% | +43.8% | +50.8% |
| 5Y | +335.2% | +312.5% | +22.7% | +77.6% |
| 10Y | +248.7% | +161.0% | +87.7% | +38.5% |
| All | +199.6% | +89.9% | +109.7% | +44.6% |
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