+185.5%
INFY vs CVE
+61.8%
+123.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -0.4% | -16.1% | +15.7% | +2.4% |
| 30D | +18.5% | -10.4% | +28.9% | +20.4% |
| 3M | +1.1% | -2.4% | +3.5% | +1.1% |
| 6M | +1.0% | -4.4% | +5.5% | +0.9% |
| YTD | -28.3% | +64.9% | -93.3% | -35.3% |
| 1Y | -21.1% | +66.0% | -87.1% | -28.9% |
| 3Y | -19.5% | +57.7% | -77.2% | -28.2% |
| 5Y | -37.5% | +144.7% | -182.3% | -50.4% |
| 10Y | +117.7% | +139.2% | -21.5% | +49.9% |
| All | +185.5% | +61.8% | +123.7% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling