+87.5%
SYY vs CVE
+144.4%
-56.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.2% | -10.8% | +8.6% | -0.3% |
| 3M | -8.0% | -4.3% | -3.7% | -7.7% |
| 6M | +7.5% | -1.5% | +8.9% | +6.7% |
| YTD | +7.4% | +70.7% | -63.3% | -5.6% |
| 1Y | +4.9% | +58.1% | -53.2% | -6.4% |
| 3Y | +24.1% | +69.8% | -45.8% | +6.2% |
| 5Y | +13.4% | +148.9% | -135.6% | -15.8% |
| 10Y | +87.5% | +143.5% | -56.0% | -3.3% |
| All | +87.5% | +144.4% | -56.9% | -3.3% |
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