+1,938.0%
CAT vs CVE
+89.9%
+1,848.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -13.3% | +9.3% | -22.6% | -16.4% |
| 6M | +11.6% | +43.6% | -32.0% | -2.4% |
| YTD | +42.9% | +93.6% | -50.6% | +13.2% |
| 1Y | +95.4% | +98.8% | -3.3% | +52.6% |
| 3Y | +196.6% | +73.6% | +123.0% | +136.5% |
| 5Y | +321.7% | +312.5% | +9.2% | +144.0% |
| 10Y | +1,140.8% | +161.0% | +979.7% | +584.1% |
| All | +1,938.0% | +89.9% | +1,848.0% | +1,090.5% |
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