-26.7%
ADSK vs CVE
+327.8%
-354.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -14.3% | +0.2% | -14.5% | -14.3% |
| 30D | -14.8% | +17.5% | -32.3% | -16.9% |
| 3M | -5.7% | +16.2% | -21.9% | -8.1% |
| 6M | -18.7% | +47.8% | -66.4% | -24.2% |
| YTD | -28.3% | +98.5% | -126.8% | -36.7% |
| 1Y | -35.1% | +109.8% | -144.8% | -43.4% |
| 3Y | -3.2% | +75.5% | -78.7% | -15.1% |
| 5Y | -26.7% | +341.6% | -368.3% | -44.1% |
| All | -26.7% | +327.8% | -354.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling