+512.1%
ABT vs CVE
+89.9%
+422.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | +2.5% | +16.7% | -14.3% | +1.0% |
| 3M | +20.2% | +9.3% | +10.9% | +18.9% |
| 6M | -2.9% | +43.6% | -46.5% | -6.6% |
| YTD | -11.9% | +93.6% | -105.5% | -17.8% |
| 1Y | -16.5% | +98.8% | -115.3% | -22.5% |
| 3Y | +12.1% | +73.6% | -61.5% | +4.3% |
| 5Y | -7.4% | +312.5% | -319.9% | -23.3% |
| 10Y | +210.7% | +161.0% | +49.6% | +146.9% |
| All | +512.1% | +89.9% | +422.2% | +381.0% |
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