-19.9%
SNOW vs CVE
+144.2%
-164.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.2% | -10.0% | +10.2% | +2.3% |
| 30D | -19.8% | -11.9% | -8.0% | -17.9% |
| 3M | -11.6% | -5.9% | -5.7% | -10.8% |
| 6M | +94.0% | -1.6% | +95.6% | +93.2% |
| YTD | +34.8% | +66.3% | -31.4% | +18.9% |
| 1Y | +10.1% | +57.5% | -47.4% | -1.8% |
| 3Y | +84.4% | +65.4% | +19.0% | +57.5% |
| All | -19.9% | +144.2% | -164.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling