+80.0%
INFY vs CVE
+167.0%
-86.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -8.7% | +2.0% | -10.7% | -8.9% |
| 30D | -13.0% | +13.2% | -26.2% | -14.4% |
| 3M | -8.8% | +21.7% | -30.5% | -11.2% |
| 6M | -22.6% | +48.4% | -70.9% | -26.7% |
| YTD | -37.3% | +100.1% | -137.4% | -43.0% |
| 1Y | -33.4% | +107.8% | -141.2% | -39.8% |
| 3Y | -32.3% | +76.9% | -109.2% | -38.5% |
| 5Y | -45.2% | +346.2% | -391.5% | -56.8% |
| 10Y | +80.0% | +173.5% | -93.5% | +28.6% |
| All | +80.0% | +167.0% | -86.9% | +28.6% |
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