+545.9%
ABT vs CVE
+62.8%
+483.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.4% |
| 7D | +8.6% | -14.1% | +22.7% | +10.0% |
| 30D | +16.4% | -11.6% | +28.1% | +17.6% |
| 3M | +8.1% | 0.0% | +8.1% | +7.8% |
| 6M | +32.1% | -8.4% | +40.4% | +32.5% |
| YTD | -7.1% | +65.9% | -73.0% | -12.3% |
| 1Y | -6.5% | +69.4% | -75.9% | -12.0% |
| 3Y | +26.2% | +55.9% | -29.7% | +18.3% |
| 5Y | +0.9% | +146.2% | -145.3% | -11.8% |
| 10Y | +250.7% | +140.6% | +110.1% | +179.2% |
| All | +545.9% | +62.8% | +483.1% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling