-26.6%
INFY vs CVE
+71.6%
-98.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | -6.2% | +16.7% | -23.0% | -7.8% |
| 3M | -4.9% | +9.3% | -14.2% | -6.1% |
| 6M | -16.6% | +43.6% | -60.2% | -20.8% |
| YTD | -32.9% | +93.6% | -126.5% | -39.3% |
| 1Y | -26.9% | +98.8% | -125.6% | -34.2% |
| All | -26.6% | +71.6% | -98.2% | -36.7% |
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