+875.4%
ADSK vs CVE
+62.6%
+812.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.1% | -10.1% | +12.2% | +4.4% |
| 30D | +11.9% | -12.1% | +24.0% | +14.7% |
| 3M | +5.7% | -1.9% | +7.6% | +5.4% |
| 6M | +7.7% | -1.8% | +9.6% | +6.6% |
| YTD | -11.0% | +65.8% | -76.8% | -23.2% |
| 1Y | -11.4% | +60.8% | -72.2% | -23.1% |
| 3Y | +28.7% | +70.1% | -41.5% | +7.3% |
| 5Y | -20.1% | +134.8% | -154.8% | -41.3% |
| 10Y | +262.6% | +130.1% | +132.5% | +122.6% |
| All | +875.4% | +62.6% | +812.7% | +547.4% |
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