+183.3%
CAT vs CVE
+142.8%
+40.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -10.3% | -16.1% | +5.8% | -5.5% |
| 30D | -31.2% | -10.4% | -20.8% | -29.1% |
| 3M | -34.7% | -2.4% | -32.3% | -34.6% |
| 6M | -39.5% | -4.4% | -35.0% | -39.5% |
| YTD | -1.7% | +64.9% | -66.6% | -19.1% |
| 1Y | -1.1% | +66.0% | -67.1% | -19.2% |
| 3Y | +143.9% | +57.7% | +86.2% | +96.9% |
| All | +183.3% | +142.8% | +40.5% | +98.7% |
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 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