+445.7%
CSX vs CVE
+137.5%
+308.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.8% |
| 7D | -2.7% | -14.1% | +11.4% | 0.0% |
| 30D | +7.0% | -11.6% | +18.6% | +9.2% |
| 3M | -0.3% | 0.0% | -0.3% | -0.8% |
| 6M | +13.5% | -8.4% | +21.9% | +14.4% |
| YTD | +41.5% | +65.9% | -24.4% | +26.1% |
| 1Y | +45.8% | +69.4% | -23.6% | +29.2% |
| 3Y | +74.4% | +55.9% | +18.5% | +53.7% |
| 5Y | +53.6% | +146.2% | -92.5% | +19.1% |
| All | +445.7% | +137.5% | +308.2% | +249.0% |
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