+148.6%
CVE vs SAN
+270.1%
-121.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +5.9% | +4.0% | +1.9% | +3.6% |
| 30D | -10.9% | -7.8% | -3.0% | -8.0% |
| 3M | -4.5% | -16.4% | +11.8% | +3.1% |
| 6M | -1.0% | +3.5% | -4.5% | -6.5% |
| YTD | +74.7% | +6.7% | +68.1% | +56.7% |
| 1Y | +65.8% | +14.5% | +51.3% | +41.9% |
| 3Y | +73.2% | +243.5% | -170.3% | -28.5% |
| 5Y | +155.6% | +296.2% | -140.6% | -11.3% |
| All | +148.6% | +270.1% | -121.5% | -7.5% |
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