-25.6%
SNOW vs CVE
+142.8%
-168.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -9.9% | -16.1% | +6.3% | -6.7% |
| 30D | -17.1% | -10.4% | -6.7% | -15.4% |
| 3M | -13.2% | -2.4% | -10.9% | -13.1% |
| 6M | +97.4% | -4.4% | +101.9% | +97.7% |
| YTD | +25.8% | +64.9% | -39.2% | +10.9% |
| 1Y | +4.2% | +66.0% | -61.8% | -8.4% |
| 3Y | +91.3% | +57.7% | +33.7% | +64.7% |
| All | -25.6% | +142.8% | -168.4% | -44.9% |
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