+78.7%
CSX vs CVE
+59.0%
+19.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +3.5% |
| 7D | +0.1% | -12.1% | +12.2% | +1.6% |
| 30D | +9.7% | -9.8% | +19.5% | +10.8% |
| 3M | +2.3% | -0.7% | +3.0% | +1.8% |
| 6M | +17.1% | -4.3% | +21.4% | +16.8% |
| YTD | +44.9% | +70.6% | -25.7% | +30.5% |
| 1Y | +47.1% | +73.2% | -26.1% | +32.0% |
| All | +78.7% | +59.0% | +19.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling