-62.8%
CSGP vs CVE
+72.1%
-134.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | +2.3% | +16.7% | -14.4% | +0.1% |
| 3M | -8.2% | +9.3% | -17.4% | -9.6% |
| 6M | -35.1% | +43.6% | -78.7% | -39.2% |
| YTD | -54.0% | +93.6% | -147.6% | -59.4% |
| 1Y | -65.3% | +98.8% | -164.1% | -69.6% |
| All | -62.8% | +72.1% | -134.9% | -69.3% |
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 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