-79.7%
SNAP vs CVE
+160.6%
-240.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -7.1% | -16.1% | +9.0% | -3.7% |
| 30D | -14.6% | -10.4% | -4.2% | -12.9% |
| 3M | -5.0% | -2.4% | -2.6% | -5.2% |
| 6M | -18.8% | -4.4% | -14.4% | -19.2% |
| YTD | -38.5% | +64.9% | -103.5% | -46.7% |
| 1Y | -38.1% | +66.0% | -104.1% | -46.4% |
| 3Y | -53.8% | +57.7% | -111.4% | -60.1% |
| 5Y | -90.7% | +144.7% | -235.4% | -92.8% |
| All | -79.7% | +160.6% | -240.4% | -87.7% |
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