+204.7%
CTVA vs CVE
+282.5%
-77.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +1.6% | -10.1% | +11.7% | +4.0% |
| 30D | -8.5% | -12.1% | +3.6% | -6.1% |
| 3M | +5.3% | -1.9% | +7.1% | +5.0% |
| 6M | -0.1% | -1.8% | +1.8% | -0.9% |
| YTD | +21.2% | +65.8% | -44.6% | +5.5% |
| 1Y | +27.0% | +60.8% | -33.8% | +11.2% |
| 3Y | +87.2% | +70.1% | +17.1% | +58.4% |
| 5Y | +77.9% | +134.8% | -56.9% | +36.0% |
| All | +204.7% | +282.5% | -77.8% | +83.6% |
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