+42.7%
AMGN vs CVE
+61.2%
-18.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.1% |
| 7D | +1.5% | +4.6% | -3.2% | +1.9% |
| 30D | +13.1% | -12.0% | +25.1% | +11.8% |
| 3M | +12.9% | -3.8% | +16.7% | +12.2% |
| 6M | +40.8% | -2.7% | +43.5% | +40.0% |
| YTD | +45.6% | +73.6% | -28.0% | +43.2% |
| 1Y | +42.7% | +62.0% | -19.3% | +41.2% |
| All | +42.7% | +61.2% | -18.5% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling