+358.3%
SYY vs CVE
+61.8%
+296.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | -7.3% | -16.1% | +8.8% | -4.4% |
| 30D | +0.1% | -10.4% | +10.5% | +1.8% |
| 3M | -8.2% | -2.4% | -5.9% | -8.3% |
| 6M | +6.3% | -4.4% | +10.7% | +6.1% |
| YTD | +7.3% | +64.9% | -57.6% | -4.0% |
| 1Y | +8.5% | +66.0% | -57.6% | -3.2% |
| 3Y | +24.9% | +57.7% | -32.7% | +9.9% |
| 5Y | +8.0% | +144.7% | -136.7% | -16.8% |
| 10Y | +107.2% | +139.2% | -32.0% | +26.9% |
| All | +358.3% | +61.8% | +296.4% | +181.1% |
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