+37.4%
CAVA vs CVE
+114.9%
-77.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.5% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -3.7% | +17.5% | -21.1% | -6.5% |
| 3M | -18.3% | +16.2% | -34.5% | -20.8% |
| 6M | -23.5% | +47.8% | -71.2% | -30.7% |
| YTD | +2.5% | +98.5% | -96.0% | -15.1% |
| 1Y | -8.0% | +109.8% | -117.7% | -25.4% |
| 3Y | +53.5% | +75.5% | -22.0% | +23.6% |
| All | +37.4% | +114.9% | -77.5% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling