+79.8%
CVE vs SNY
-9.4%
+89.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.0% | -3.6% | +5.6% | +2.2% |
| 30D | +13.2% | -1.4% | +14.6% | +13.3% |
| 3M | +21.7% | -4.2% | +25.9% | +21.9% |
| 6M | +48.4% | +2.0% | +46.4% | +47.5% |
| YTD | +100.1% | -6.7% | +106.8% | +100.6% |
| 1Y | +107.8% | -4.7% | +112.5% | +107.7% |
| All | +79.8% | -9.4% | +89.2% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling