+89.9%
CVE vs SNY
+131.9%
-42.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +16.7% | +3.4% | +13.3% | +15.0% |
| 3M | +9.3% | -0.3% | +9.6% | +8.7% |
| 6M | +43.6% | +1.0% | +42.6% | +41.4% |
| YTD | +93.6% | -3.6% | +97.2% | +94.4% |
| 1Y | +98.8% | +3.0% | +95.7% | +92.3% |
| 3Y | +73.6% | -4.3% | +77.9% | +65.6% |
| 5Y | +312.5% | +5.2% | +307.3% | +261.3% |
| 10Y | +161.0% | +70.2% | +90.8% | +74.5% |
| All | +89.9% | +131.9% | -42.0% | -10.0% |
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