+1,092.6%
CSX vs CVE
+89.9%
+1,002.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -3.4% | +2.5% | -5.9% | -4.0% |
| 30D | -3.1% | +16.7% | -19.8% | -6.7% |
| 3M | +7.2% | +9.3% | -2.1% | +4.4% |
| 6M | +16.2% | +43.6% | -27.4% | +5.4% |
| YTD | +37.5% | +93.6% | -56.0% | +15.8% |
| 1Y | +53.2% | +98.8% | -45.5% | +27.7% |
| 3Y | +68.2% | +73.6% | -5.4% | +41.1% |
| 5Y | +65.2% | +312.5% | -247.2% | +5.8% |
| 10Y | +504.1% | +161.0% | +343.1% | +263.9% |
| All | +1,092.6% | +89.9% | +1,002.7% | +626.7% |
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 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