+14.7%
SNOW vs CVE
+647.9%
-633.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +0.2% | -10.1% | +10.2% | +2.2% |
| 30D | -21.1% | -12.1% | -9.0% | -19.2% |
| 3M | -11.9% | -1.9% | -10.0% | -11.8% |
| 6M | +91.0% | -1.8% | +92.8% | +90.3% |
| YTD | +32.7% | +65.8% | -33.1% | +17.9% |
| 1Y | +10.8% | +60.8% | -50.1% | -1.1% |
| 3Y | +86.2% | +70.1% | +16.1% | +60.2% |
| 5Y | -22.7% | +134.8% | -157.5% | -39.2% |
| All | +14.7% | +647.9% | -633.3% | -21.2% |
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