+278.0%
RTX vs CVE
+159.5%
+118.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -5.2% | +2.5% | -7.7% | -5.7% |
| 30D | -9.4% | +16.7% | -26.1% | -12.3% |
| 3M | +12.3% | +9.3% | +3.0% | +9.7% |
| 6M | -3.1% | +43.6% | -46.7% | -11.2% |
| YTD | +10.7% | +93.6% | -82.9% | -5.1% |
| 1Y | +28.4% | +98.8% | -70.3% | +9.2% |
| 3Y | +147.1% | +73.6% | +73.5% | +111.3% |
| 5Y | +167.2% | +312.5% | -145.2% | +81.4% |
| All | +278.0% | +159.5% | +118.5% | +114.5% |
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