+158.5%
AMGN vs CVE
+150.7%
+7.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | +12.1% | -10.8% | +22.9% | +12.3% |
| 3M | +13.6% | -4.3% | +18.0% | +13.6% |
| 6M | +43.9% | -1.5% | +45.4% | +43.6% |
| YTD | +45.9% | +70.7% | -24.8% | +41.9% |
| 1Y | +42.1% | +58.1% | -16.0% | +38.7% |
| 3Y | +91.6% | +69.8% | +21.7% | +84.4% |
| 5Y | +158.5% | +148.9% | +9.6% | +145.2% |
| All | +158.5% | +150.7% | +7.8% | +145.2% |
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 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