+147.8%
SW vs CVE
+159.5%
-11.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -5.1% | +2.5% | -7.6% | -5.3% |
| 30D | -4.6% | +16.7% | -21.3% | -5.9% |
| 3M | +9.4% | +9.3% | +0.1% | +8.2% |
| 6M | +3.5% | +43.6% | -40.1% | -0.7% |
| YTD | +22.0% | +93.6% | -71.6% | +13.4% |
| 1Y | +2.2% | +98.8% | -96.5% | -5.4% |
| 3Y | +19.6% | +73.6% | -54.0% | +10.7% |
| 5Y | -2.3% | +312.5% | -314.8% | -15.8% |
| All | +147.8% | +159.5% | -11.7% | +103.0% |
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 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