+1,156.3%
CSX vs CVE
+67.4%
+1,089.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +4.4% |
| 7D | +0.1% | -12.1% | +12.2% | +3.0% |
| 30D | +9.7% | -9.8% | +19.5% | +12.0% |
| 3M | +2.3% | -0.7% | +3.0% | +1.8% |
| 6M | +17.1% | -4.3% | +21.4% | +16.9% |
| YTD | +44.9% | +70.6% | -25.7% | +25.0% |
| 1Y | +47.1% | +73.2% | -26.1% | +26.3% |
| 3Y | +78.6% | +60.3% | +18.2% | +52.1% |
| 5Y | +57.2% | +159.3% | -102.1% | +13.1% |
| 10Y | +479.2% | +147.4% | +331.8% | +249.8% |
| All | +1,156.3% | +67.4% | +1,089.0% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling