+87.4%
SYY vs CVE
+136.7%
-49.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -4.1% | -10.1% | +6.0% | -2.2% |
| 30D | +0.3% | -12.1% | +12.4% | +2.6% |
| 3M | -6.3% | -1.9% | -4.5% | -6.5% |
| 6M | +9.7% | -1.8% | +11.5% | +8.9% |
| YTD | +9.4% | +65.8% | -56.3% | -3.2% |
| 1Y | +7.3% | +60.8% | -53.6% | -4.7% |
| 3Y | +27.6% | +70.1% | -42.5% | +9.1% |
| 5Y | +12.5% | +134.8% | -122.2% | -15.4% |
| 10Y | +87.4% | +130.1% | -42.7% | -2.8% |
| All | +87.4% | +136.7% | -49.3% | -2.8% |
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