+192.1%
CAT vs CVE
+148.3%
+43.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.5% |
| 7D | -14.5% | -14.1% | -0.4% | -10.6% |
| 30D | -35.7% | -11.6% | -24.1% | -33.5% |
| 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% | -20.1% |
| 1Y | -1.9% | +69.4% | -71.3% | -20.4% |
| 3Y | +139.2% | +55.9% | +83.3% | +93.7% |
| 5Y | +192.1% | +146.2% | +46.0% | +99.9% |
| All | +192.1% | +148.3% | +43.8% | +99.9% |
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