+8.9%
CAT vs CVE
+73.4%
-64.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.6% | +2.4% | -4.8% |
| 7D | -17.1% | -12.1% | -5.0% | -16.6% |
| 30D | -30.1% | -9.8% | -20.3% | -29.7% |
| 3M | -32.4% | -0.7% | -31.7% | -32.1% |
| 6M | -32.1% | -4.3% | -27.8% | -31.7% |
| YTD | +4.1% | +70.6% | -66.5% | -5.0% |
| 1Y | +8.9% | +73.2% | -64.3% | +0.2% |
| All | +8.9% | +73.4% | -64.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling