+259.5%
ADSK vs CVE
+149.3%
+110.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | +5.9% | -4.9% | 0.0% |
| 30D | +14.4% | -10.9% | +25.3% | +16.3% |
| 3M | +2.5% | -4.5% | +7.0% | +2.7% |
| 6M | +14.5% | -1.0% | +15.4% | +13.5% |
| YTD | -10.7% | +74.7% | -85.4% | -20.8% |
| 1Y | -11.0% | +65.8% | -76.8% | -20.4% |
| 3Y | +25.9% | +73.2% | -47.3% | +9.3% |
| 5Y | -19.7% | +155.6% | -175.3% | -37.0% |
| All | +259.5% | +149.3% | +110.2% | +129.9% |
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