+141.7%
CAT vs CVE
+54.6%
+87.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.7% |
| 7D | -14.5% | -14.1% | -0.4% | -11.1% |
| 30D | -35.7% | -11.6% | -24.1% | -33.8% |
| 3M | -36.3% | 0.0% | -36.3% | -36.7% |
| 6M | -38.5% | -8.4% | -30.2% | -37.8% |
| YTD | -2.5% | +65.9% | -68.4% | -20.3% |
| 1Y | -1.9% | +69.4% | -71.3% | -20.8% |
| All | +141.7% | +54.6% | +87.1% | +93.7% |
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