-57.7%
CSGP vs CVE
+59.0%
-116.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.7% | +4.9% |
| 7D | +18.3% | -12.1% | +30.4% | +19.9% |
| 30D | +17.8% | -9.8% | +27.6% | +18.8% |
| 3M | +9.3% | -0.7% | +10.0% | +8.5% |
| 6M | -7.9% | -4.3% | -3.6% | -8.4% |
| YTD | -51.5% | +70.6% | -122.1% | -57.1% |
| 1Y | -53.3% | +73.2% | -126.5% | -58.8% |
| All | -57.7% | +59.0% | -116.7% | -64.0% |
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