+146.2%
CVE vs SAN
+272.3%
-126.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -14.1% | +3.5% | -17.5% | -14.9% |
| 30D | -11.6% | -13.2% | +1.6% | -8.7% |
| 3M | 0.0% | -16.9% | +17.0% | +4.2% |
| 6M | -8.4% | +2.3% | -10.7% | -10.8% |
| YTD | +65.9% | +4.9% | +61.0% | +57.6% |
| 1Y | +69.4% | +20.4% | +49.0% | +52.7% |
| 3Y | +55.9% | +243.2% | -187.3% | -6.0% |
| 5Y | +146.2% | +275.3% | -129.1% | +42.4% |
| All | +146.2% | +272.3% | -126.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling