-59.7%
ADBE vs CVE
+317.2%
-376.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.6% |
| 7D | -8.6% | +2.5% | -11.1% | -8.8% |
| 30D | +2.8% | +16.7% | -14.0% | +0.9% |
| 3M | +3.1% | +9.3% | -6.1% | +1.7% |
| 6M | -2.4% | +43.6% | -46.0% | -7.2% |
| YTD | -23.9% | +93.6% | -117.4% | -30.6% |
| 1Y | -22.6% | +98.8% | -121.4% | -29.9% |
| 3Y | -52.7% | +73.6% | -126.3% | -57.2% |
| All | -59.7% | +317.2% | -376.9% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling