+95.1%
SYY vs CVE
+161.7%
-66.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | -4.9% | +16.7% | -21.7% | -8.0% |
| 3M | +8.4% | +9.3% | -0.9% | +5.9% |
| 6M | -7.4% | +43.6% | -50.9% | -14.9% |
| YTD | +11.0% | +93.6% | -82.6% | -4.5% |
| 1Y | -0.2% | +98.8% | -99.0% | -14.9% |
| 3Y | +23.8% | +73.6% | -49.8% | +5.8% |
| 5Y | +18.1% | +312.5% | -294.3% | -22.1% |
| All | +95.1% | +161.7% | -66.6% | +0.6% |
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