+233.7%
SYK vs CVE
+143.5%
+90.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.1% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +12.8% | -10.8% | +23.6% | +14.3% |
| 3M | -8.1% | -4.3% | -3.8% | -8.1% |
| 6M | +13.5% | -1.5% | +14.9% | +12.6% |
| YTD | -8.5% | +70.7% | -79.2% | -17.6% |
| 1Y | -11.4% | +58.1% | -69.5% | -19.2% |
| 3Y | +20.0% | +69.8% | -49.8% | +5.7% |
| 5Y | +27.6% | +148.9% | -121.4% | +1.0% |
| All | +233.7% | +143.5% | +90.2% | +100.4% |
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