-1.4%
ADSK vs CVE
+71.6%
-73.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -8.1% |
| 7D | -16.4% | +2.5% | -18.9% | -16.6% |
| 30D | -9.2% | +16.7% | -26.0% | -10.5% |
| 3M | -6.7% | +9.3% | -16.0% | -7.6% |
| 6M | -15.5% | +43.6% | -59.1% | -19.1% |
| YTD | -26.4% | +93.6% | -120.0% | -32.4% |
| 1Y | -31.9% | +98.8% | -130.6% | -37.9% |
| All | -1.4% | +71.6% | -73.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling