+14.3%
ABT vs CVE
+72.1%
-57.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.7% | +2.5% | -6.2% | -3.7% |
| 30D | +2.5% | +16.7% | -14.3% | +2.7% |
| 3M | +20.2% | +9.3% | +10.9% | +20.4% |
| 6M | -2.9% | +43.6% | -46.5% | -2.7% |
| YTD | -11.9% | +93.6% | -105.5% | -11.9% |
| 1Y | -16.5% | +98.8% | -115.3% | -16.5% |
| All | +14.3% | +72.1% | -57.8% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling