+18.6%
SNOW vs CVE
+670.2%
-651.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.3% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -16.4% | -10.8% | -5.6% | -14.7% |
| 3M | -9.9% | -4.3% | -5.5% | -9.3% |
| 6M | +98.8% | -1.5% | +100.3% | +98.0% |
| YTD | +37.3% | +70.7% | -33.4% | +21.3% |
| 1Y | +11.0% | +58.1% | -47.1% | -0.4% |
| 3Y | +87.8% | +69.8% | +17.9% | +61.7% |
| 5Y | -18.4% | +148.9% | -167.3% | -36.5% |
| All | +18.6% | +670.2% | -651.5% | -18.9% |
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