+146.2%
CVE vs SBAC
-39.7%
+185.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -14.1% | +4.4% | -18.5% | -14.5% |
| 30D | -11.6% | +13.8% | -25.4% | -13.0% |
| 3M | 0.0% | +9.0% | -8.9% | -1.1% |
| 6M | -8.4% | -10.0% | +1.6% | -7.4% |
| YTD | +65.9% | +1.8% | +64.1% | +64.1% |
| 1Y | +69.4% | +1.1% | +68.3% | +67.8% |
| 3Y | +55.9% | -9.5% | +65.4% | +54.6% |
| 5Y | +146.2% | -39.0% | +185.2% | +154.9% |
| All | +146.2% | -39.7% | +185.9% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling