-12.1%
CTSH vs CVE
+142.8%
-154.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.7% |
| 7D | -0.6% | -16.1% | +15.5% | +1.4% |
| 30D | +13.4% | -10.4% | +23.8% | +14.7% |
| 3M | +14.4% | -2.4% | +16.8% | +14.3% |
| 6M | +27.7% | -4.4% | +32.1% | +27.6% |
| YTD | -20.6% | +64.9% | -85.6% | -26.9% |
| 1Y | -9.1% | +66.0% | -75.2% | -16.5% |
| 3Y | +3.1% | +57.7% | -54.6% | -6.9% |
| All | -12.1% | +142.8% | -154.9% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling