+62.8%
CVE vs SBAC
+567.5%
-504.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -14.1% | +4.4% | -18.5% | -15.4% |
| 30D | -11.6% | +13.8% | -25.4% | -15.5% |
| 3M | 0.0% | +9.0% | -8.9% | -3.3% |
| 6M | -8.4% | -10.0% | +1.6% | -6.2% |
| YTD | +65.9% | +1.8% | +64.1% | +60.8% |
| 1Y | +69.4% | +1.1% | +68.3% | +64.6% |
| 3Y | +55.9% | -9.5% | +65.4% | +52.2% |
| 5Y | +146.2% | -39.0% | +185.2% | +173.5% |
| 10Y | +140.6% | +101.1% | +39.5% | +35.8% |
| All | +62.8% | +567.5% | -504.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling