+162.3%
CVE vs SAN
+345.3%
-183.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +2.5% | +1.8% | +0.7% | +1.5% |
| 30D | +16.7% | +2.0% | +14.8% | +15.3% |
| 3M | +9.3% | +19.7% | -10.5% | -2.3% |
| 6M | +43.6% | +30.6% | +13.0% | +19.1% |
| YTD | +93.6% | +28.8% | +64.7% | +59.7% |
| 1Y | +98.8% | +57.8% | +41.0% | +44.0% |
| 3Y | +73.6% | +338.1% | -264.5% | -36.5% |
| 5Y | +312.5% | +384.2% | -71.7% | +30.8% |
| All | +162.3% | +345.3% | -183.1% | -16.4% |
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