+558.6%
SNPS vs CVE
+159.5%
+399.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -11.0% | +2.5% | -13.5% | -11.3% |
| 30D | -1.7% | +16.7% | -18.5% | -3.8% |
| 3M | -20.4% | +9.3% | -29.6% | -21.6% |
| 6M | -8.6% | +43.6% | -52.2% | -13.7% |
| YTD | -16.2% | +93.6% | -109.7% | -24.2% |
| 1Y | -34.6% | +98.8% | -133.3% | -41.4% |
| 3Y | -14.5% | +73.6% | -88.1% | -23.0% |
| 5Y | +17.0% | +312.5% | -295.5% | -7.8% |
| All | +558.6% | +159.5% | +399.1% | +367.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling