+676.4%
SW vs CVE
+67.4%
+609.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.6% | +11.7% | +4.6% |
| 7D | +12.1% | -12.1% | +24.1% | +13.0% |
| 30D | +6.6% | -9.8% | +16.3% | +7.2% |
| 3M | -6.0% | -0.7% | -5.3% | -6.2% |
| 6M | +21.5% | -4.3% | +25.8% | +21.2% |
| YTD | +20.3% | +70.6% | -50.3% | +14.2% |
| 1Y | +28.1% | +73.2% | -45.0% | +21.4% |
| 3Y | +51.6% | +60.3% | -8.7% | +43.1% |
| 5Y | -0.1% | +159.3% | -159.4% | -9.0% |
| 10Y | +189.7% | +147.4% | +42.3% | +147.3% |
| All | +676.4% | +67.4% | +609.0% | +581.9% |
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