+83.4%
SNOW vs CVE
+74.2%
+9.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.7% |
| 7D | +5.5% | +5.9% | -0.5% | +4.4% |
| 30D | -13.2% | -10.9% | -2.3% | -11.6% |
| 3M | -13.7% | -4.5% | -9.2% | -13.3% |
| 6M | +91.0% | -1.0% | +92.0% | +90.3% |
| YTD | +32.7% | +74.7% | -42.1% | +16.5% |
| 1Y | +13.3% | +65.8% | -52.6% | +0.6% |
| 3Y | +83.4% | +73.2% | +10.2% | +59.2% |
| All | +83.4% | +74.2% | +9.1% | +59.2% |
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 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