+67.8%
CSX vs CVE
+317.2%
-249.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | -3.1% | +16.7% | -19.8% | -5.6% |
| 3M | +7.2% | +9.3% | -2.1% | +5.3% |
| 6M | +16.2% | +43.6% | -27.4% | +8.5% |
| YTD | +37.5% | +93.6% | -56.0% | +21.7% |
| 1Y | +53.2% | +98.8% | -45.5% | +34.6% |
| 3Y | +68.2% | +73.6% | -5.4% | +47.8% |
| All | +67.8% | +317.2% | -249.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling