+128.4%
INFY vs CVE
+132.7%
-4.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +5.5% | -10.0% | +15.5% | +6.8% |
| 30D | +17.3% | -11.9% | +29.2% | +18.9% |
| 3M | +0.2% | -5.9% | +6.2% | +0.7% |
| 6M | +0.3% | -1.6% | +1.8% | -0.2% |
| YTD | -27.8% | +66.3% | -94.1% | -33.1% |
| 1Y | -23.3% | +57.5% | -80.8% | -28.4% |
| 3Y | -17.8% | +65.4% | -83.3% | -24.8% |
| 5Y | -37.5% | +144.2% | -181.7% | -46.9% |
| 10Y | +128.4% | +135.5% | -7.1% | +67.1% |
| All | +128.4% | +132.7% | -4.3% | +67.1% |
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