+267.0%
RTX vs CVE
+136.1%
+130.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -5.1% | -16.1% | +11.0% | -1.8% |
| 30D | +5.1% | -10.4% | +15.5% | +7.3% |
| 3M | -14.8% | -2.4% | -12.5% | -14.8% |
| 6M | +8.0% | -4.4% | +12.5% | +7.9% |
| YTD | +4.5% | +64.9% | -60.5% | -7.8% |
| 1Y | +9.8% | +66.0% | -56.2% | -3.3% |
| 3Y | +144.2% | +57.7% | +86.5% | +112.2% |
| 5Y | +131.4% | +144.7% | -13.3% | +75.6% |
| All | +267.0% | +136.1% | +130.9% | +113.2% |
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