+72.2%
CSX vs CVE
+72.1%
+0.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | -3.1% | +16.7% | -19.8% | -5.2% |
| 3M | +7.2% | +9.3% | -2.1% | +5.6% |
| 6M | +16.2% | +43.6% | -27.4% | +9.1% |
| YTD | +37.5% | +93.6% | -56.0% | +22.4% |
| 1Y | +53.2% | +98.8% | -45.5% | +35.4% |
| All | +72.2% | +72.1% | +0.2% | +49.7% |
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