+214.8%
SAP vs CVE
+136.1%
+78.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.1% |
| 7D | -0.7% | -16.1% | +15.5% | +1.3% |
| 30D | +11.1% | -10.4% | +21.5% | +12.3% |
| 3M | +17.0% | -2.4% | +19.4% | +17.0% |
| 6M | +34.8% | -4.4% | +39.3% | +34.7% |
| YTD | -2.2% | +64.9% | -67.2% | -9.4% |
| 1Y | -6.4% | +66.0% | -72.5% | -13.5% |
| 3Y | +75.1% | +57.7% | +17.5% | +60.5% |
| 5Y | +69.8% | +144.7% | -74.9% | +42.7% |
| All | +214.8% | +136.1% | +78.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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