-52.8%
ADBE vs CVE
+72.1%
-124.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.6% |
| 7D | -8.6% | +2.5% | -11.1% | -8.7% |
| 30D | +2.8% | +16.7% | -14.0% | +1.6% |
| 3M | +3.1% | +9.3% | -6.1% | +2.2% |
| 6M | -2.4% | +43.6% | -46.0% | -5.5% |
| YTD | -23.9% | +93.6% | -117.4% | -28.5% |
| 1Y | -22.6% | +98.8% | -121.4% | -27.6% |
| All | -52.8% | +72.1% | -124.9% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling