+1,384.0%
CAT vs CVE
+67.4%
+1,316.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.6% | +2.4% | -2.8% |
| 7D | -17.1% | -12.1% | -5.0% | -13.7% |
| 30D | -30.1% | -9.8% | -20.3% | -28.0% |
| 3M | -32.4% | -0.7% | -31.7% | -32.6% |
| 6M | -32.1% | -4.3% | -27.8% | -32.2% |
| YTD | +4.1% | +70.6% | -66.5% | -14.6% |
| 1Y | +8.9% | +73.2% | -64.3% | -11.3% |
| 3Y | +155.5% | +60.3% | +95.1% | +108.3% |
| 5Y | +215.5% | +159.3% | +56.2% | +111.6% |
| 10Y | +788.9% | +147.4% | +641.5% | +393.9% |
| All | +1,384.0% | +67.4% | +1,316.7% | +798.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling