+3,637.8%
ANET vs CVE
+177.3%
+3,460.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | -4.5% | +11.7% | -16.2% | -6.3% |
| 3M | +24.5% | +18.2% | +6.4% | +20.7% |
| 6M | +35.4% | +48.8% | -13.5% | +25.9% |
| YTD | +44.2% | +99.4% | -55.2% | +27.5% |
| 1Y | +25.4% | +97.9% | -72.5% | +10.8% |
| 3Y | +284.8% | +76.3% | +208.5% | +241.4% |
| 5Y | +761.7% | +344.6% | +417.1% | +557.2% |
| All | +3,637.8% | +177.3% | +3,460.5% | +2,493.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling