+1,111.0%
AMAT vs CVE
+137.5%
+973.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.8% | -12.9% |
| 7D | -24.3% | -14.1% | -10.2% | -21.5% |
| 30D | -39.8% | -11.6% | -28.2% | -38.1% |
| 3M | -40.2% | 0.0% | -40.2% | -40.4% |
| 6M | -22.1% | -8.4% | -13.7% | -21.2% |
| YTD | +24.7% | +65.9% | -41.2% | +8.2% |
| 1Y | +33.3% | +69.4% | -36.1% | +14.7% |
| 3Y | +133.9% | +55.9% | +77.9% | +102.1% |
| 5Y | +117.1% | +146.2% | -29.1% | +64.3% |
| All | +1,111.0% | +137.5% | +973.5% | +613.6% |
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