+498.6%
CAH vs CVE
+156.5%
+342.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.2% |
| 7D | +3.9% | +4.6% | -0.8% | +3.6% |
| 30D | +16.0% | -12.0% | +28.0% | +16.7% |
| 3M | +19.1% | -3.8% | +22.8% | +19.1% |
| 6M | +53.0% | -2.7% | +55.8% | +52.8% |
| YTD | +36.6% | +73.6% | -37.0% | +30.8% |
| 1Y | +37.4% | +62.0% | -24.6% | +32.2% |
| 3Y | +178.8% | +72.7% | +106.1% | +162.9% |
| 5Y | +498.6% | +153.9% | +344.6% | +408.2% |
| All | +498.6% | +156.5% | +342.0% | +408.2% |
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 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