+176.5%
CVE vs SNY
+64.3%
+112.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.6% | -3.6% | +5.3% | +2.8% |
| 30D | +11.7% | -1.9% | +13.7% | +12.4% |
| 3M | +18.2% | -2.0% | +20.1% | +18.5% |
| 6M | +48.8% | +2.5% | +46.3% | +46.2% |
| YTD | +99.4% | -7.0% | +106.3% | +102.4% |
| 1Y | +97.9% | -4.4% | +102.3% | +98.0% |
| 3Y | +76.3% | -8.4% | +84.7% | +72.5% |
| 5Y | +344.6% | +9.5% | +335.1% | +282.0% |
| All | +176.5% | +64.3% | +112.2% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling