+4,473.2%
AMAT vs CVE
+89.9%
+4,383.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 6M | +27.4% | +43.6% | -16.2% | +14.1% |
| YTD | +77.6% | +93.6% | -16.0% | +46.2% |
| 1Y | +188.9% | +98.8% | +90.2% | +135.2% |
| 3Y | +202.3% | +73.6% | +128.7% | +150.3% |
| 5Y | +248.9% | +312.5% | -63.6% | +122.3% |
| 10Y | +1,585.2% | +161.0% | +1,424.2% | +903.1% |
| All | +4,473.2% | +89.9% | +4,383.3% | +2,762.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling