+1,214.0%
CAH vs CVE
+61.8%
+1,152.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +8.5% | -16.1% | +24.6% | +11.1% |
| 30D | +17.0% | -10.4% | +27.4% | +18.7% |
| 3M | +14.6% | -2.4% | +17.0% | +14.5% |
| 6M | +42.5% | -4.4% | +47.0% | +42.4% |
| YTD | +33.5% | +64.9% | -31.5% | +21.9% |
| 1Y | +38.5% | +66.0% | -27.5% | +26.3% |
| 3Y | +179.0% | +57.7% | +121.3% | +150.9% |
| 5Y | +507.2% | +144.7% | +362.5% | +388.8% |
| 10Y | +448.9% | +139.2% | +309.7% | +289.4% |
| All | +1,214.0% | +61.8% | +1,152.2% | +824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling