+328.1%
AMGN vs CVE
+136.7%
+191.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | 0.0% | -10.1% | +10.0% | +0.6% |
| 30D | +12.1% | -12.1% | +24.2% | +13.0% |
| 3M | +13.9% | -1.9% | +15.7% | +13.7% |
| 6M | +42.1% | -1.8% | +44.0% | +41.7% |
| YTD | +45.0% | +65.8% | -20.7% | +38.6% |
| 1Y | +49.3% | +60.8% | -11.5% | +43.0% |
| 3Y | +92.8% | +70.1% | +22.6% | +82.1% |
| 5Y | +156.7% | +134.8% | +22.0% | +131.9% |
| 10Y | +328.1% | +130.1% | +198.0% | +250.7% |
| All | +328.1% | +136.7% | +191.5% | +250.7% |
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