+228.4%
SAP vs CVE
+137.5%
+90.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +4.0% | -14.1% | +18.1% | +5.8% |
| 30D | +15.7% | -11.6% | +27.3% | +17.2% |
| 3M | +23.4% | 0.0% | +23.4% | +23.0% |
| 6M | +41.3% | -8.4% | +49.7% | +41.8% |
| YTD | +2.0% | +65.9% | -63.9% | -5.6% |
| 1Y | -5.1% | +69.4% | -74.5% | -12.5% |
| 3Y | +82.1% | +55.9% | +26.2% | +67.2% |
| 5Y | +77.2% | +146.2% | -69.0% | +48.8% |
| All | +228.4% | +137.5% | +90.9% | +134.4% |
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