+120.0%
ADBE vs CVE
+136.7%
-16.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -5.6% | -10.1% | +4.4% | -4.4% |
| 30D | -2.0% | -12.1% | +10.1% | -0.6% |
| 3M | -10.5% | -1.9% | -8.6% | -10.6% |
| 6M | -6.2% | -1.8% | -4.4% | -6.6% |
| YTD | -32.2% | +65.8% | -98.0% | -37.5% |
| 1Y | -27.4% | +60.8% | -88.3% | -32.8% |
| 3Y | -58.9% | +70.1% | -129.0% | -62.9% |
| 5Y | -64.5% | +134.8% | -199.2% | -69.9% |
| 10Y | +120.0% | +130.1% | -10.1% | +59.0% |
| All | +120.0% | +136.7% | -16.6% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling