+130.1%
CVE vs SAN
+267.2%
-137.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -2.6% |
| 7D | -10.1% | +8.7% | -18.8% | -14.4% |
| 30D | -12.1% | -6.5% | -5.6% | -9.9% |
| 3M | -1.9% | -14.2% | +12.3% | +4.6% |
| 6M | -1.8% | +2.7% | -4.6% | -6.8% |
| YTD | +65.8% | +8.9% | +56.9% | +47.2% |
| 1Y | +60.8% | +23.4% | +37.5% | +31.9% |
| 3Y | +70.1% | +257.9% | -187.8% | -31.2% |
| 5Y | +134.8% | +297.8% | -163.0% | -18.1% |
| 10Y | +130.1% | +259.6% | -129.5% | -14.6% |
| All | +130.1% | +267.2% | -137.2% | -14.6% |
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