+1,587.5%
AMAT vs CVE
+159.5%
+1,428.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | -1.5% | +2.5% | -4.0% | -2.1% |
| 30D | -14.8% | +16.7% | -31.5% | -18.0% |
| 3M | -9.3% | +9.3% | -18.5% | -11.5% |
| 6M | +27.4% | +43.6% | -16.2% | +15.4% |
| YTD | +77.6% | +93.6% | -16.0% | +49.0% |
| 1Y | +188.9% | +98.8% | +90.2% | +140.0% |
| 3Y | +202.3% | +73.6% | +128.7% | +154.7% |
| 5Y | +248.9% | +312.5% | -63.6% | +135.5% |
| All | +1,587.5% | +159.5% | +1,428.0% | +869.0% |
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 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