-58.4%
CSGP vs CVE
+54.6%
-113.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | +13.9% | -14.1% | +28.0% | +15.7% |
| 30D | +16.0% | -11.6% | +27.6% | +17.2% |
| 3M | +6.1% | 0.0% | +6.0% | +5.1% |
| 6M | -8.2% | -8.4% | +0.2% | -8.1% |
| YTD | -52.3% | +65.9% | -118.2% | -57.6% |
| 1Y | -54.5% | +69.4% | -123.9% | -59.8% |
| All | -58.4% | +54.6% | -113.0% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling