+622.2%
ADBE vs CVE
+89.9%
+532.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.5% |
| 7D | -8.6% | +2.5% | -11.1% | -9.0% |
| 30D | +2.8% | +16.7% | -14.0% | +0.1% |
| 3M | +3.1% | +9.3% | -6.1% | +1.2% |
| 6M | -2.4% | +43.6% | -46.0% | -8.8% |
| YTD | -23.9% | +93.6% | -117.4% | -32.7% |
| 1Y | -22.6% | +98.8% | -121.4% | -32.1% |
| 3Y | -52.7% | +73.6% | -126.3% | -58.3% |
| 5Y | -60.0% | +312.5% | -372.5% | -70.8% |
| 10Y | +157.3% | +161.0% | -3.7% | +78.8% |
| All | +622.2% | +89.9% | +532.3% | +419.1% |
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 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