+47.1%
CSX vs CVE
+73.4%
-26.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +2.8% |
| 7D | +0.1% | -12.1% | +12.2% | +0.5% |
| 30D | +9.7% | -9.8% | +19.5% | +9.8% |
| 3M | +2.3% | -0.7% | +3.0% | +1.6% |
| 6M | +17.1% | -4.3% | +21.4% | +16.5% |
| YTD | +44.9% | +70.6% | -25.7% | +28.5% |
| 1Y | +47.1% | +73.2% | -26.1% | +30.1% |
| All | +47.1% | +73.4% | -26.3% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling