+6.1%
SNOW vs CVE
+648.5%
-642.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -6.7% |
| 7D | -18.4% | -14.1% | -4.3% | -16.0% |
| 30D | -19.8% | -11.6% | -8.1% | -18.0% |
| 3M | -14.9% | 0.0% | -15.0% | -15.2% |
| 6M | +90.2% | -8.4% | +98.6% | +92.1% |
| YTD | +22.9% | +65.9% | -43.0% | +9.1% |
| 1Y | +1.8% | +69.4% | -67.6% | -10.2% |
| 3Y | +79.7% | +55.9% | +23.8% | +57.2% |
| 5Y | -26.1% | +146.2% | -172.3% | -42.3% |
| All | +6.1% | +648.5% | -642.3% | -27.0% |
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