+57.5%
CVE vs SAN
+22.7%
+34.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.5% |
| 7D | -10.0% | +10.8% | -20.7% | -7.2% |
| 30D | -11.9% | -5.7% | -6.1% | -12.4% |
| 3M | -5.9% | -13.4% | +7.5% | -8.2% |
| 6M | -1.6% | +3.5% | -5.1% | +0.4% |
| YTD | +66.3% | +9.7% | +56.5% | +69.1% |
| 1Y | +57.5% | +20.9% | +36.6% | +64.7% |
| All | +57.5% | +22.7% | +34.8% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling