+162.3%
CVE vs SBAC
+80.0%
+82.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +16.7% | +6.9% | +9.8% | +15.0% |
| 3M | +9.3% | -8.2% | +17.5% | +11.0% |
| 6M | +43.6% | -1.6% | +45.2% | +42.5% |
| YTD | +93.6% | -0.1% | +93.7% | +91.2% |
| 1Y | +98.8% | -0.5% | +99.2% | +96.2% |
| 3Y | +73.6% | -9.1% | +82.7% | +70.9% |
| 5Y | +312.5% | -43.8% | +356.3% | +359.8% |
| All | +162.3% | +80.0% | +82.3% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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