+25.8%
ABT vs CVE
+67.9%
-42.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.3% | -10.1% | +10.4% | -0.1% |
| 30D | +11.6% | -12.1% | +23.7% | +11.2% |
| 3M | +3.1% | -1.9% | +5.0% | +2.9% |
| 6M | +32.8% | -1.8% | +34.7% | +32.6% |
| YTD | -9.6% | +65.8% | -75.4% | -9.7% |
| 1Y | -10.4% | +60.8% | -71.2% | -10.5% |
| 3Y | +25.8% | +70.1% | -44.3% | +21.4% |
| All | +25.8% | +67.9% | -42.1% | +21.4% |
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