+267.4%
RTX vs CVE
+149.3%
+118.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +4.8% | +5.9% | -1.2% | +3.6% |
| 30D | +6.5% | -10.9% | +17.3% | +8.8% |
| 3M | -9.6% | -4.5% | -5.1% | -9.1% |
| 6M | +12.3% | -1.0% | +13.3% | +11.4% |
| YTD | +9.5% | +74.7% | -65.3% | -4.5% |
| 1Y | +15.8% | +65.8% | -50.0% | +2.1% |
| 3Y | +157.0% | +73.2% | +83.8% | +119.0% |
| 5Y | +148.8% | +155.6% | -6.8% | +87.2% |
| All | +267.4% | +149.3% | +118.1% | +111.0% |
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