+326.0%
CAT vs CVE
+317.2%
+8.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | -6.6% | +16.7% | -23.3% | -11.0% |
| 3M | -13.3% | +9.3% | -22.6% | -16.2% |
| 6M | +11.6% | +43.6% | -32.0% | -2.5% |
| YTD | +42.9% | +93.6% | -50.6% | +12.5% |
| 1Y | +95.4% | +98.8% | -3.3% | +51.4% |
| 3Y | +196.6% | +73.6% | +123.0% | +133.8% |
| All | +326.0% | +317.2% | +8.7% | +143.1% |
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 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