+57.6%
CVE vs SN
+639.7%
-582.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.6% |
| 7D | -14.1% | +3.8% | -17.9% | -14.5% |
| 30D | -11.6% | +17.5% | -29.2% | -13.3% |
| 3M | 0.0% | +19.2% | -19.2% | -2.2% |
| 6M | -8.4% | +84.9% | -93.3% | -16.1% |
| YTD | +65.9% | +94.0% | -28.1% | +49.7% |
| 1Y | +69.4% | +151.3% | -81.9% | +45.2% |
| 3Y | +55.9% | +387.1% | -331.1% | +29.4% |
| All | +57.6% | +639.7% | -582.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling