+132.8%
AMAT vs CVE
+54.6%
+78.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.8% | -12.8% |
| 7D | -24.3% | -14.1% | -10.2% | -21.1% |
| 30D | -39.8% | -11.6% | -28.2% | -37.8% |
| 3M | -40.2% | 0.0% | -40.2% | -40.6% |
| 6M | -22.1% | -8.4% | -13.7% | -20.9% |
| YTD | +24.7% | +65.9% | -41.2% | +1.9% |
| 1Y | +33.3% | +69.4% | -36.1% | +7.4% |
| All | +132.8% | +54.6% | +78.2% | +85.2% |
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