+62.1%
CVE vs SN
+647.0%
-584.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.8% | -8.1% |
| 7D | -12.1% | +10.6% | -22.7% | -13.1% |
| 30D | -9.8% | +20.0% | -29.8% | -11.7% |
| 3M | -0.7% | +30.4% | -31.1% | -4.1% |
| 6M | -4.3% | +91.0% | -95.3% | -12.8% |
| YTD | +70.6% | +95.9% | -25.3% | +53.7% |
| 1Y | +73.2% | +158.9% | -85.7% | +47.7% |
| 3Y | +60.3% | +391.8% | -331.5% | +32.9% |
| All | +62.1% | +647.0% | -584.9% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling