+17.6%
SNOW vs CVE
+683.2%
-665.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +10.8% | +4.6% | +6.2% | +9.9% |
| 30D | -16.5% | -12.0% | -4.5% | -14.5% |
| 3M | -10.1% | -3.8% | -6.3% | -9.7% |
| 6M | +96.5% | -2.7% | +99.3% | +96.3% |
| YTD | +36.2% | +73.6% | -37.4% | +19.9% |
| 1Y | +10.7% | +62.0% | -51.3% | -1.2% |
| 3Y | +86.2% | +72.7% | +13.5% | +59.8% |
| 5Y | -22.7% | +153.9% | -176.6% | -40.1% |
| All | +17.6% | +683.2% | -665.5% | -19.8% |
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