+326.9%
AMGN vs CVE
+147.6%
+179.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.5% | +4.6% | -3.2% | +1.2% |
| 30D | +13.1% | -12.0% | +25.1% | +14.0% |
| 3M | +12.9% | -3.8% | +16.7% | +12.9% |
| 6M | +40.8% | -2.7% | +43.5% | +40.5% |
| YTD | +45.6% | +73.6% | -28.0% | +38.7% |
| 1Y | +42.7% | +62.0% | -19.3% | +36.7% |
| 3Y | +91.2% | +72.7% | +18.4% | +80.4% |
| 5Y | +158.1% | +153.9% | +4.2% | +131.7% |
| All | +326.9% | +147.6% | +179.3% | +249.5% |
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