+355.0%
SYY vs CVE
+61.8%
+293.2%
-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 | -8.9% | -2.4% | -6.5% | -8.9% |
| 6M | +5.5% | -4.4% | +9.9% | +5.4% |
| YTD | +6.6% | +64.9% | -58.4% | -4.6% |
| 1Y | +7.7% | +66.0% | -58.3% | -3.9% |
| 3Y | +24.0% | +57.7% | -33.6% | +9.1% |
| 5Y | +7.3% | +144.7% | -137.5% | -17.4% |
| 10Y | +105.7% | +139.2% | -33.5% | +26.0% |
| All | +355.0% | +61.8% | +293.2% | +179.1% |
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