+241.9%
AVGO vs CVE
+54.6%
+187.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.7% | -7.7% | -9.8% |
| 7D | -15.5% | -14.1% | -1.4% | -12.7% |
| 30D | -22.4% | -11.6% | -10.8% | -20.5% |
| 3M | -30.2% | 0.0% | -30.2% | -30.7% |
| 6M | -31.6% | -8.4% | -23.2% | -30.9% |
| YTD | -15.3% | +65.9% | -81.2% | -29.5% |
| 1Y | -18.2% | +69.4% | -87.6% | -32.8% |
| All | +241.9% | +54.6% | +187.3% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling