+73.2%
CVE vs SN
+156.5%
-83.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.8% | -6.9% |
| 7D | -12.1% | +10.6% | -22.7% | -10.4% |
| 30D | -9.8% | +20.0% | -29.8% | -6.8% |
| 3M | -0.7% | +30.4% | -31.1% | +4.1% |
| 6M | -4.3% | +91.0% | -95.3% | +5.3% |
| YTD | +70.6% | +95.9% | -25.3% | +87.7% |
| 1Y | +73.2% | +158.9% | -85.7% | +88.6% |
| All | +73.2% | +156.5% | -83.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling