+98.8%
CVE vs SNY
+2.0%
+96.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.4% |
| 30D | +16.7% | +3.4% | +13.3% | +17.0% |
| 3M | +9.3% | -0.3% | +9.6% | +9.1% |
| 6M | +43.6% | +1.0% | +42.6% | +42.7% |
| YTD | +93.6% | -3.6% | +97.2% | +92.3% |
| 1Y | +98.8% | +3.0% | +95.7% | +103.7% |
| All | +98.8% | +2.0% | +96.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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