-64.8%
CSGP vs CVE
+317.2%
-382.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -8.2% | +9.3% | -17.4% | -9.5% |
| 6M | -35.1% | +43.6% | -78.7% | -38.6% |
| YTD | -54.0% | +93.6% | -147.6% | -58.5% |
| 1Y | -65.3% | +98.8% | -164.1% | -68.9% |
| 3Y | -62.6% | +73.6% | -136.2% | -66.7% |
| All | -64.8% | +317.2% | -382.0% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling