+213.1%
CTSH vs CVE
+89.9%
+123.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.3% |
| 7D | -2.7% | +2.5% | -5.2% | -3.2% |
| 30D | +12.4% | +16.7% | -4.4% | +8.8% |
| 3M | +17.4% | +9.3% | +8.1% | +14.8% |
| 6M | -3.1% | +43.6% | -46.7% | -10.8% |
| YTD | -23.6% | +93.6% | -117.2% | -34.1% |
| 1Y | -10.8% | +98.8% | -109.6% | -23.8% |
| 3Y | -8.3% | +73.6% | -81.9% | -21.2% |
| 5Y | -11.3% | +312.5% | -323.8% | -39.7% |
| 10Y | +22.6% | +161.0% | -138.4% | -21.3% |
| All | +213.1% | +89.9% | +123.2% | +111.9% |
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 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