+63.9%
CTVA vs CVE
+53.7%
+10.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +2.2% | -16.1% | +18.4% | +5.9% |
| 30D | -17.6% | -10.4% | -7.3% | -16.1% |
| 3M | +3.4% | -2.4% | +5.8% | +2.9% |
| 6M | -2.6% | -4.4% | +1.9% | -3.0% |
| YTD | +19.1% | +64.9% | -45.8% | +1.5% |
| 1Y | +26.8% | +66.0% | -39.2% | +7.6% |
| 3Y | +63.9% | +57.7% | +6.2% | +34.7% |
| All | +63.9% | +53.7% | +10.1% | +34.7% |
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