+37.9%
CAVA vs CVE
+80.0%
-42.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +0.1% | -10.0% | +10.1% | +1.6% |
| 30D | +12.6% | -11.9% | +24.4% | +14.4% |
| 3M | -1.9% | -5.9% | +4.0% | -1.8% |
| 6M | -23.9% | -1.6% | -22.4% | -24.8% |
| YTD | +2.9% | +66.3% | -63.4% | -12.8% |
| 1Y | +21.6% | +57.5% | -35.9% | +4.5% |
| 3Y | +94.4% | +65.4% | +28.9% | +54.6% |
| All | +37.9% | +80.0% | -42.1% | +8.9% |
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