+56.7%
CVE vs SN
+659.6%
-602.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.9% |
| 7D | -16.1% | +7.2% | -23.3% | -16.8% |
| 30D | -10.4% | +20.4% | -30.8% | -12.3% |
| 3M | -2.4% | +23.9% | -26.3% | -5.0% |
| 6M | -4.4% | +93.0% | -97.5% | -12.9% |
| YTD | +64.9% | +99.2% | -34.3% | +48.4% |
| 1Y | +66.0% | +142.6% | -76.6% | +43.6% |
| 3Y | +57.7% | +398.8% | -341.1% | +30.5% |
| All | +56.7% | +659.6% | -602.9% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling