+205.4%
CTVA vs CVE
+293.9%
-88.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.9% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -8.7% | -10.8% | +2.1% | -6.6% |
| 3M | +6.4% | -4.3% | +10.7% | +6.8% |
| 6M | -1.9% | -1.5% | -0.4% | -2.8% |
| YTD | +21.5% | +70.7% | -49.2% | +5.0% |
| 1Y | +24.3% | +58.1% | -33.8% | +9.3% |
| 3Y | +91.8% | +69.8% | +22.0% | +62.4% |
| 5Y | +78.4% | +148.9% | -70.5% | +34.6% |
| All | +205.4% | +293.9% | -88.5% | +82.8% |
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