-79.2%
SNAP vs CVE
+162.1%
-241.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -13.4% |
| 7D | -10.4% | -14.1% | +3.7% | -7.6% |
| 30D | -11.9% | -11.6% | -0.3% | -9.9% |
| 3M | -4.5% | 0.0% | -4.5% | -5.3% |
| 6M | -16.7% | -8.4% | -8.3% | -16.3% |
| YTD | -36.9% | +65.9% | -102.8% | -45.3% |
| 1Y | -30.3% | +69.4% | -99.7% | -39.9% |
| 3Y | -52.5% | +55.9% | -108.4% | -58.9% |
| 5Y | -90.4% | +146.2% | -236.6% | -92.7% |
| All | -79.2% | +162.1% | -241.3% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling