+180.9%
INFY vs CVE
+67.5%
+113.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +13.6% | -10.8% | +24.4% | +15.5% |
| 3M | -2.4% | -4.3% | +2.0% | -2.1% |
| 6M | +2.2% | -1.5% | +3.6% | +1.5% |
| YTD | -29.5% | +70.7% | -100.2% | -36.7% |
| 1Y | -26.1% | +58.1% | -84.2% | -32.9% |
| 3Y | -19.7% | +69.8% | -89.6% | -29.3% |
| 5Y | -39.6% | +148.9% | -188.5% | -52.2% |
| 10Y | +122.0% | +143.5% | -21.5% | +52.9% |
| All | +180.9% | +67.5% | +113.5% | +106.8% |
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 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