+869.3%
ADSK vs CVE
+61.8%
+807.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +4.9% | -16.1% | +21.0% | +8.8% |
| 30D | +11.3% | -10.4% | +21.7% | +13.6% |
| 3M | +7.9% | -2.4% | +10.3% | +7.7% |
| 6M | +7.7% | -4.4% | +12.1% | +7.2% |
| YTD | -11.6% | +64.9% | -76.5% | -23.6% |
| 1Y | -11.2% | +66.0% | -77.3% | -23.5% |
| 3Y | +29.6% | +57.7% | -28.1% | +10.0% |
| 5Y | -19.4% | +144.7% | -164.1% | -41.4% |
| 10Y | +276.9% | +139.2% | +137.7% | +127.5% |
| All | +869.3% | +61.8% | +807.5% | +544.2% |
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