+134.5%
CVE vs SAN
+236.7%
-102.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.6% |
| 7D | -16.1% | +4.9% | -21.0% | -18.6% |
| 30D | -10.4% | -13.0% | +2.6% | -4.6% |
| 3M | -2.4% | -18.9% | +16.5% | +7.3% |
| 6M | -4.4% | -4.1% | -0.3% | -5.8% |
| YTD | +64.9% | +2.6% | +62.4% | +51.2% |
| 1Y | +66.0% | +16.9% | +49.1% | +40.1% |
| 3Y | +57.7% | +239.1% | -181.4% | -34.4% |
| 5Y | +144.7% | +266.8% | -122.1% | -10.5% |
| All | +134.5% | +236.7% | -102.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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