+57.7%
CVE vs SBAC
-10.4%
+68.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -16.1% | +1.2% | -17.3% | -16.1% |
| 30D | -10.4% | +11.2% | -21.6% | -10.7% |
| 3M | -2.4% | +4.5% | -6.8% | -2.5% |
| 6M | -4.4% | -12.2% | +7.7% | -4.0% |
| YTD | +64.9% | -0.1% | +65.1% | +63.8% |
| 1Y | +66.0% | -0.3% | +66.3% | +64.9% |
| 3Y | +57.7% | -8.7% | +66.4% | +52.4% |
| All | +57.7% | -10.4% | +68.0% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling