+58.6%
CVE vs SAN
+243.2%
-184.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.7% |
| 7D | -14.1% | +3.5% | -17.5% | -14.4% |
| 30D | -11.6% | -13.2% | +1.6% | -9.9% |
| 3M | 0.0% | -16.9% | +17.0% | +2.5% |
| 6M | -8.4% | +2.3% | -10.7% | -10.3% |
| YTD | +65.9% | +4.9% | +61.0% | +58.8% |
| 1Y | +69.4% | +20.4% | +49.0% | +53.8% |
| All | +58.6% | +243.2% | -184.6% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling