+707.0%
ADSK vs CVE
+89.9%
+617.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -8.0% |
| 7D | -16.4% | +2.5% | -18.9% | -16.9% |
| 30D | -9.2% | +16.7% | -26.0% | -12.5% |
| 3M | -6.7% | +9.3% | -16.0% | -9.3% |
| 6M | -15.5% | +43.6% | -59.1% | -23.4% |
| YTD | -26.4% | +93.6% | -120.0% | -38.3% |
| 1Y | -31.9% | +98.8% | -130.6% | -43.5% |
| 3Y | -1.0% | +73.6% | -74.6% | -17.3% |
| 5Y | -24.5% | +312.5% | -337.0% | -51.8% |
| 10Y | +220.4% | +161.0% | +59.4% | +92.4% |
| All | +707.0% | +89.9% | +617.1% | +420.1% |
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 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