+411.8%
CAH vs CVE
+144.4%
+267.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.1% |
| 7D | +5.9% | +0.1% | +5.9% | +5.9% |
| 30D | +16.5% | -10.8% | +27.4% | +18.0% |
| 3M | +15.7% | -4.3% | +20.1% | +16.0% |
| 6M | +52.7% | -1.5% | +54.2% | +52.0% |
| YTD | +36.3% | +70.7% | -34.4% | +25.4% |
| 1Y | +36.7% | +58.1% | -21.4% | +27.0% |
| 3Y | +178.2% | +69.8% | +108.3% | +150.9% |
| 5Y | +515.8% | +148.9% | +366.8% | +406.6% |
| 10Y | +411.8% | +143.5% | +268.3% | +264.3% |
| All | +411.8% | +144.4% | +267.4% | +264.3% |
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