+236.6%
SAP vs CVE
+149.3%
+87.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +0.6% | +5.9% | -5.3% | 0.0% |
| 30D | +6.5% | -10.9% | +17.4% | +7.8% |
| 3M | +12.2% | -4.5% | +16.8% | +12.5% |
| 6M | +46.1% | -1.0% | +47.0% | +45.4% |
| YTD | -1.6% | +74.7% | -76.4% | -9.5% |
| 1Y | -5.1% | +65.8% | -70.9% | -12.1% |
| 3Y | +68.4% | +73.2% | -4.8% | +52.6% |
| 5Y | +79.4% | +155.6% | -76.2% | +50.1% |
| All | +236.6% | +149.3% | +87.3% | +140.3% |
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