+32.8%
SNOW vs CVE
+773.3%
-740.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | +2.8% | +2.5% | +0.3% | +2.3% |
| 30D | +6.4% | +16.7% | -10.3% | +3.3% |
| 3M | +38.1% | +9.3% | +28.8% | +35.4% |
| 6M | +100.4% | +43.6% | +56.8% | +84.9% |
| YTD | +53.7% | +93.6% | -39.9% | +32.8% |
| 1Y | +52.0% | +98.8% | -46.8% | +30.2% |
| 3Y | +114.7% | +73.6% | +41.1% | +84.2% |
| 5Y | +8.8% | +312.5% | -303.7% | -22.8% |
| All | +32.8% | +773.3% | -740.6% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling