-92.8%
SNAP vs CVE
+317.2%
-410.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | +2.6% | +16.7% | -14.1% | -2.0% |
| 3M | -9.9% | +9.3% | -19.2% | -12.9% |
| 6M | +1.9% | +43.6% | -41.7% | -10.4% |
| YTD | -32.2% | +93.6% | -125.8% | -46.2% |
| 1Y | -22.8% | +98.8% | -121.6% | -39.4% |
| 3Y | -47.6% | +73.6% | -121.2% | -59.0% |
| All | -92.8% | +317.2% | -410.1% | -95.6% |
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 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