+1,064.0%
AMGN vs CVE
+89.9%
+974.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | +7.8% | +16.7% | -8.9% | +6.1% |
| 3M | +27.3% | +9.3% | +18.0% | +25.8% |
| 6M | +16.8% | +43.6% | -26.8% | +11.9% |
| YTD | +36.3% | +93.6% | -57.3% | +26.3% |
| 1Y | +60.4% | +98.8% | -38.3% | +48.0% |
| 3Y | +86.3% | +73.6% | +12.7% | +72.4% |
| 5Y | +125.7% | +312.5% | -186.8% | +83.2% |
| 10Y | +247.0% | +161.0% | +86.0% | +175.0% |
| All | +1,064.0% | +89.9% | +974.1% | +827.7% |
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 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