+253.9%
ADSK vs CVE
+132.7%
+121.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.1% | -10.0% | +13.1% | +4.8% |
| 30D | +10.5% | -11.9% | +22.4% | +12.5% |
| 3M | +1.6% | -5.9% | +7.5% | +2.1% |
| 6M | +6.4% | -1.6% | +7.9% | +5.5% |
| YTD | -12.1% | +66.3% | -78.4% | -21.4% |
| 1Y | -12.9% | +57.5% | -70.4% | -21.4% |
| 3Y | +23.5% | +65.4% | -41.9% | +8.1% |
| 5Y | -18.9% | +144.2% | -163.0% | -35.8% |
| 10Y | +253.9% | +135.5% | +118.4% | +126.9% |
| All | +253.9% | +132.7% | +121.2% | +126.9% |
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