+177.5%
CAH vs CVE
+68.0%
+109.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +9.4% | -10.0% | +19.4% | +9.1% |
| 30D | +16.5% | -11.9% | +28.4% | +16.1% |
| 3M | +17.0% | -5.9% | +22.9% | +16.7% |
| 6M | +51.4% | -1.6% | +53.0% | +51.2% |
| YTD | +36.0% | +66.3% | -30.3% | +36.0% |
| 1Y | +36.0% | +57.5% | -21.5% | +36.0% |
| 3Y | +177.5% | +65.4% | +112.1% | +171.6% |
| All | +177.5% | +68.0% | +109.5% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling