+243.1%
INTU vs CVE
+136.1%
+107.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | +0.1% | -16.1% | +16.3% | +2.3% |
| 30D | +15.4% | -10.4% | +25.8% | +16.8% |
| 3M | +6.6% | -2.4% | +8.9% | +6.5% |
| 6M | -11.3% | -4.4% | -6.9% | -11.4% |
| YTD | -47.7% | +64.9% | -112.7% | -51.9% |
| 1Y | -47.0% | +66.0% | -113.0% | -51.4% |
| 3Y | -29.9% | +57.7% | -87.6% | -36.3% |
| 5Y | -42.2% | +144.7% | -186.9% | -51.7% |
| All | +243.1% | +136.1% | +107.0% | +134.6% |
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