+35.8%
CTSH vs CVE
+136.1%
-100.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -0.6% | -16.1% | +15.5% | +2.0% |
| 30D | +13.4% | -10.4% | +23.8% | +15.1% |
| 3M | +14.4% | -2.4% | +16.8% | +14.4% |
| 6M | +27.7% | -4.4% | +32.1% | +27.7% |
| YTD | -20.6% | +64.9% | -85.6% | -27.7% |
| 1Y | -9.1% | +66.0% | -75.2% | -17.4% |
| 3Y | +3.1% | +57.7% | -54.6% | -7.2% |
| 5Y | -11.8% | +144.7% | -156.5% | -28.4% |
| All | +35.8% | +136.1% | -100.4% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling