+111.6%
SNOW vs CVE
+72.1%
+39.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | +2.8% | +2.5% | +0.3% | +2.4% |
| 30D | +6.4% | +16.7% | -10.3% | +4.0% |
| 3M | +38.1% | +9.3% | +28.8% | +36.0% |
| 6M | +100.4% | +43.6% | +56.8% | +87.3% |
| YTD | +53.7% | +93.6% | -39.9% | +35.7% |
| 1Y | +52.0% | +98.8% | -46.8% | +32.9% |
| All | +111.6% | +72.1% | +39.5% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling