+67.5%
CVE vs SNY
+153.9%
-86.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +0.1% | +2.0% | -2.0% | -0.8% |
| 30D | -10.8% | +21.9% | -32.7% | -18.4% |
| 3M | -4.3% | +11.2% | -15.5% | -9.2% |
| 6M | -1.5% | +14.0% | -15.4% | -8.2% |
| YTD | +70.7% | +5.5% | +65.2% | +63.9% |
| 1Y | +58.1% | -1.1% | +59.2% | +56.1% |
| 3Y | +69.8% | +21.2% | +48.7% | +46.4% |
| 5Y | +148.9% | +16.4% | +132.5% | +107.2% |
| 10Y | +143.5% | +77.9% | +65.7% | +60.1% |
| All | +67.5% | +153.9% | -86.4% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling