+691.7%
AVGO vs CVE
+317.2%
+374.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -3.0% | +2.5% | -5.5% | -3.5% |
| 30D | -14.4% | +16.7% | -31.2% | -17.3% |
| 3M | -14.4% | +9.3% | -23.7% | -16.3% |
| 6M | +13.1% | +43.6% | -30.5% | +3.2% |
| YTD | +3.8% | +93.6% | -89.8% | -12.2% |
| 1Y | +17.8% | +98.8% | -81.0% | -1.3% |
| 3Y | +325.3% | +73.6% | +251.7% | +254.4% |
| All | +691.7% | +317.2% | +374.4% | +463.7% |
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 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