+56.4%
SAP vs CVE
+317.2%
-260.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | +9.0% | +16.7% | -7.7% | +7.9% |
| 3M | +14.9% | +9.3% | +5.7% | +14.1% |
| 6M | +11.9% | +43.6% | -31.7% | +8.4% |
| YTD | -9.9% | +93.6% | -103.5% | -15.5% |
| 1Y | -19.5% | +98.8% | -118.3% | -24.9% |
| 3Y | +61.8% | +73.6% | -11.8% | +50.3% |
| All | +56.4% | +317.2% | -260.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling