+200.1%
SU vs CVE
+62.6%
+137.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -10.6% | -10.1% | -0.5% | -4.7% |
| 30D | -6.6% | -12.1% | +5.5% | +0.9% |
| 3M | +12.9% | -1.9% | +14.8% | +14.2% |
| 6M | +6.7% | -1.8% | +8.6% | +7.7% |
| YTD | +55.2% | +65.8% | -10.6% | +13.6% |
| 1Y | +61.5% | +60.8% | +0.7% | +20.2% |
| 3Y | +128.7% | +70.1% | +58.6% | +60.5% |
| 5Y | +210.8% | +134.8% | +76.1% | +76.9% |
| 10Y | +214.4% | +130.1% | +84.3% | +34.9% |
| All | +200.1% | +62.6% | +137.5% | +59.0% |
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 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