+4.0%
CTSH vs CVE
+68.0%
-64.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +1.8% | -10.0% | +11.8% | +2.8% |
| 30D | +9.8% | -11.9% | +21.6% | +11.0% |
| 3M | +12.1% | -5.9% | +18.1% | +12.4% |
| 6M | +27.4% | -1.6% | +29.0% | +26.7% |
| YTD | -20.3% | +66.3% | -86.5% | -27.0% |
| 1Y | -8.8% | +57.5% | -66.3% | -15.8% |
| 3Y | +4.0% | +65.4% | -61.4% | -9.3% |
| All | +4.0% | +68.0% | -64.0% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling