-11.8%
ABT vs CVE
+60.9%
-72.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -0.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +8.0% | -10.8% | +18.8% | +6.9% |
| 3M | +0.2% | -4.3% | +4.6% | -0.4% |
| 6M | +34.1% | -1.5% | +35.6% | +33.8% |
| YTD | -10.6% | +70.7% | -81.3% | -10.4% |
| 1Y | -11.8% | +58.1% | -69.9% | -10.9% |
| All | -11.8% | +60.9% | -72.7% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling