+460.6%
ANET vs CVE
+135.1%
+325.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.9% |
| 7D | +13.4% | -10.1% | +23.5% | +16.1% |
| 30D | -14.1% | -12.1% | -2.0% | -11.8% |
| 3M | -1.3% | -1.9% | +0.5% | -1.6% |
| 6M | +31.3% | -1.8% | +33.2% | +30.3% |
| YTD | +42.1% | +65.8% | -23.7% | +23.1% |
| 1Y | +38.3% | +60.8% | -22.6% | +20.5% |
| 3Y | +251.9% | +70.1% | +181.7% | +194.5% |
| 5Y | +460.6% | +134.8% | +325.8% | +342.4% |
| All | +460.6% | +135.1% | +325.5% | +342.4% |
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 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