-30.3%
SNAP vs CVE
+68.4%
-98.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -14.4% |
| 7D | -10.4% | -14.1% | +3.7% | -12.6% |
| 30D | -11.9% | -11.6% | -0.3% | -13.6% |
| 3M | -4.5% | 0.0% | -4.5% | -5.1% |
| 6M | -16.7% | -8.4% | -8.3% | -17.6% |
| YTD | -36.9% | +65.9% | -102.8% | -40.0% |
| 1Y | -30.3% | +69.4% | -99.7% | -36.6% |
| All | -30.3% | +68.4% | -98.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling