+2,660.6%
AVGO vs CVE
+149.3%
+2,511.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -4.9% |
| 7D | +18.2% | +5.9% | +12.2% | +16.9% |
| 30D | +0.2% | -10.9% | +11.1% | +2.4% |
| 3M | -16.8% | -4.5% | -12.3% | -16.3% |
| 6M | -16.5% | -1.0% | -15.5% | -17.0% |
| YTD | +0.8% | +74.7% | -73.9% | -11.5% |
| 1Y | +2.8% | +65.8% | -63.0% | -8.9% |
| 3Y | +278.5% | +73.2% | +205.4% | +226.8% |
| 5Y | +573.1% | +155.6% | +417.5% | +423.2% |
| All | +2,660.6% | +149.3% | +2,511.3% | +1,589.2% |
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 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