+1,134.9%
CAT vs CVE
+159.5%
+975.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.0% |
| 30D | -6.6% | +16.7% | -23.3% | -10.6% |
| 3M | -13.3% | +9.3% | -22.6% | -16.0% |
| 6M | +11.6% | +43.6% | -32.0% | -0.6% |
| YTD | +42.9% | +93.6% | -50.6% | +16.8% |
| 1Y | +95.4% | +98.8% | -3.3% | +57.8% |
| 3Y | +196.6% | +73.6% | +123.0% | +143.9% |
| 5Y | +321.7% | +312.5% | +9.2% | +167.8% |
| All | +1,134.9% | +159.5% | +975.4% | +617.1% |
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