+568.5%
RTX vs CVE
+67.4%
+501.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.0% | -1.0% |
| 7D | +1.3% | -12.1% | +13.4% | +4.1% |
| 30D | +7.6% | -9.8% | +17.4% | +9.9% |
| 3M | -8.6% | -0.7% | -7.9% | -9.0% |
| 6M | +15.6% | -4.3% | +19.9% | +15.4% |
| YTD | +9.4% | +70.6% | -61.2% | -5.0% |
| 1Y | +14.7% | +73.2% | -58.5% | -0.8% |
| 3Y | +154.7% | +60.3% | +94.3% | +118.4% |
| 5Y | +150.9% | +159.3% | -8.4% | +84.5% |
| 10Y | +290.8% | +147.4% | +143.4% | +139.4% |
| All | +568.5% | +67.4% | +501.1% | +333.3% |
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