+1,356.4%
AMAT vs CVE
+150.3%
+1,206.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.4% | -1.5% |
| 7D | -11.2% | -12.1% | +0.9% | -8.5% |
| 30D | -31.9% | -9.8% | -22.1% | -30.3% |
| 3M | -32.3% | -0.7% | -31.6% | -32.6% |
| 6M | -5.4% | -4.3% | -1.1% | -5.3% |
| YTD | +44.3% | +70.6% | -26.3% | +24.2% |
| 1Y | +61.4% | +73.2% | -11.8% | +38.1% |
| 3Y | +170.6% | +60.3% | +110.3% | +132.0% |
| 5Y | +156.4% | +159.3% | -2.9% | +91.5% |
| 10Y | +1,356.4% | +147.4% | +1,208.9% | +755.8% |
| All | +1,356.4% | +150.3% | +1,206.0% | +755.8% |
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