+1,125.4%
AMGN vs CVE
+62.8%
+1,062.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.5% |
| 7D | -0.1% | -14.1% | +14.0% | +1.3% |
| 30D | +14.3% | -11.6% | +25.9% | +15.5% |
| 3M | +13.5% | 0.0% | +13.5% | +13.1% |
| 6M | +41.5% | -8.4% | +49.9% | +42.0% |
| YTD | +43.5% | +65.9% | -22.4% | +34.7% |
| 1Y | +47.9% | +69.4% | -21.5% | +38.5% |
| 3Y | +86.6% | +55.9% | +30.7% | +74.1% |
| 5Y | +151.6% | +146.2% | +5.4% | +116.8% |
| 10Y | +358.1% | +140.6% | +217.4% | +262.9% |
| All | +1,125.4% | +62.8% | +1,062.6% | +889.2% |
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 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