+31.0%
CAVA vs CVE
+87.9%
-56.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.3% |
| 7D | -4.4% | +4.6% | -9.1% | -5.1% |
| 30D | +8.2% | -12.0% | +20.2% | +10.1% |
| 3M | -17.4% | -3.8% | -13.7% | -17.6% |
| 6M | -25.7% | -2.7% | -23.0% | -26.1% |
| YTD | -2.3% | +73.6% | -75.9% | -17.7% |
| 1Y | +17.6% | +62.0% | -44.4% | +1.0% |
| 3Y | +84.6% | +72.7% | +11.9% | +45.8% |
| All | +31.0% | +87.9% | -56.9% | +2.7% |
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