-4.2%
ABT vs CVE
+142.8%
-147.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.2% |
| 7D | +3.5% | -16.1% | +19.6% | +3.9% |
| 30D | +12.0% | -10.4% | +22.4% | +12.2% |
| 3M | +2.5% | -2.4% | +4.8% | +2.3% |
| 6M | +29.1% | -4.4% | +33.5% | +28.9% |
| YTD | -10.1% | +64.9% | -75.0% | -12.4% |
| 1Y | -9.8% | +66.0% | -75.9% | -12.2% |
| 3Y | +23.3% | +57.7% | -34.4% | +19.0% |
| All | -4.2% | +142.8% | -147.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling