+73.2%
CVE vs SN
+389.7%
-316.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.5% | -9.3% | +11.8% | +3.8% |
| 30D | +16.7% | -4.8% | +21.5% | +17.3% |
| 3M | +9.3% | +40.4% | -31.2% | +2.6% |
| 6M | +43.6% | +50.9% | -7.4% | +32.2% |
| YTD | +93.6% | +54.9% | +38.6% | +76.5% |
| 1Y | +98.8% | +43.0% | +55.7% | +84.2% |
| All | +73.2% | +389.7% | -316.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling