-44.9%
INFY vs CVE
+327.8%
-372.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.1% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | -11.2% | +17.5% | -28.7% | -12.7% |
| 3M | -7.4% | +16.2% | -23.6% | -9.2% |
| 6M | -21.3% | +47.8% | -69.0% | -25.1% |
| YTD | -36.2% | +98.5% | -134.7% | -41.6% |
| 1Y | -31.3% | +109.8% | -141.0% | -37.5% |
| 3Y | -31.1% | +75.5% | -106.5% | -37.4% |
| 5Y | -44.9% | +341.6% | -386.4% | -55.8% |
| All | -44.9% | +327.8% | -372.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling