+39.6%
CTSH vs CVE
+137.5%
-98.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | +6.4% | -14.1% | +20.5% | +8.8% |
| 30D | +16.3% | -11.6% | +27.9% | +18.3% |
| 3M | +20.0% | 0.0% | +19.9% | +19.5% |
| 6M | +29.9% | -8.4% | +38.3% | +30.8% |
| YTD | -18.4% | +65.9% | -84.3% | -25.7% |
| 1Y | -8.9% | +69.4% | -78.3% | -17.5% |
| 3Y | +6.0% | +55.9% | -49.9% | -4.4% |
| 5Y | -9.3% | +146.2% | -155.4% | -26.5% |
| All | +39.6% | +137.5% | -98.0% | -7.9% |
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 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