-58.9%
ADBE vs CVE
+67.9%
-126.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -5.6% | -10.1% | +4.4% | -4.9% |
| 30D | -2.0% | -12.1% | +10.1% | -1.3% |
| 3M | -10.5% | -1.9% | -8.6% | -10.7% |
| 6M | -6.2% | -1.8% | -4.4% | -6.7% |
| YTD | -32.2% | +65.8% | -98.0% | -36.4% |
| 1Y | -27.4% | +60.8% | -88.3% | -31.7% |
| 3Y | -58.9% | +70.1% | -129.0% | -61.0% |
| All | -58.9% | +67.9% | -126.8% | -61.0% |
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 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