+203.0%
AMAT vs CVE
+72.1%
+131.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | -14.8% | +16.7% | -31.5% | -18.4% |
| 3M | -9.3% | +9.3% | -18.5% | -11.6% |
| 6M | +27.4% | +43.6% | -16.2% | +12.6% |
| YTD | +77.6% | +93.6% | -16.0% | +41.5% |
| 1Y | +188.9% | +98.8% | +90.2% | +126.5% |
| All | +203.0% | +72.1% | +131.0% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling