+247.2%
AMAT vs CVE
+317.2%
-70.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -1.5% | +2.5% | -4.0% | -2.3% |
| 30D | -14.8% | +16.7% | -31.5% | -18.6% |
| 3M | -9.3% | +9.3% | -18.5% | -11.9% |
| 6M | +27.4% | +43.6% | -16.2% | +12.7% |
| YTD | +77.6% | +93.6% | -16.0% | +42.6% |
| 1Y | +188.9% | +98.8% | +90.2% | +128.8% |
| 3Y | +202.3% | +73.6% | +128.7% | +141.5% |
| All | +247.2% | +317.2% | -70.0% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling