-61.3%
CSGP vs CVE
+157.6%
-218.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.9% |
| 3M | +9.3% | -0.7% | +10.0% | +8.7% |
| 6M | -7.9% | -4.3% | -3.6% | -8.2% |
| YTD | -51.5% | +70.6% | -122.1% | -55.9% |
| 1Y | -53.3% | +73.2% | -126.5% | -57.6% |
| 3Y | -57.9% | +60.3% | -118.2% | -62.4% |
| 5Y | -61.3% | +159.3% | -220.6% | -67.9% |
| All | -61.3% | +157.6% | -218.9% | -67.9% |
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