+1,476.4%
CRWD vs CVE
+285.3%
+1,191.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -5.5% | -10.1% | +4.6% | -3.9% |
| 30D | -16.9% | -12.1% | -4.8% | -15.3% |
| 3M | +6.6% | -1.9% | +8.5% | +6.7% |
| 6M | +73.2% | -1.8% | +75.1% | +72.8% |
| YTD | +95.1% | +65.8% | +29.3% | +78.1% |
| 1Y | +69.4% | +60.8% | +8.5% | +55.3% |
| 3Y | +379.3% | +70.1% | +309.2% | +329.4% |
| 5Y | +211.9% | +134.8% | +77.1% | +167.0% |
| All | +1,476.4% | +285.3% | +1,191.1% | +1,059.3% |
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