+479.2%
CSX vs CVE
+150.3%
+328.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +4.1% |
| 7D | +0.1% | -12.1% | +12.2% | +2.5% |
| 30D | +9.7% | -9.8% | +19.5% | +11.6% |
| 3M | +2.3% | -0.7% | +3.0% | +1.9% |
| 6M | +17.1% | -4.3% | +21.4% | +16.9% |
| YTD | +44.9% | +70.6% | -25.7% | +28.4% |
| 1Y | +47.1% | +73.2% | -26.1% | +29.8% |
| 3Y | +78.6% | +60.3% | +18.2% | +56.6% |
| 5Y | +57.2% | +159.3% | -102.1% | +20.5% |
| 10Y | +479.2% | +147.4% | +331.8% | +268.1% |
| All | +479.2% | +150.3% | +328.9% | +268.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling