-5.1%
ABT vs CVE
+150.7%
-155.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -1.1% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +8.0% | -10.8% | +18.8% | +8.2% |
| 3M | +0.2% | -4.3% | +4.6% | +0.2% |
| 6M | +34.1% | -1.5% | +35.6% | +33.9% |
| YTD | -10.6% | +70.7% | -81.3% | -13.1% |
| 1Y | -11.8% | +58.1% | -69.9% | -13.9% |
| 3Y | +23.9% | +69.8% | -46.0% | +19.1% |
| 5Y | -5.1% | +148.9% | -154.1% | -9.6% |
| All | -5.1% | +150.7% | -155.8% | -9.6% |
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