+25,794.9%
AVGO vs CVE
+62.8%
+25,732.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.7% | -7.7% | -9.8% |
| 7D | -15.5% | -14.1% | -1.4% | -12.5% |
| 30D | -22.4% | -11.6% | -10.8% | -20.4% |
| 3M | -30.2% | 0.0% | -30.2% | -30.5% |
| 6M | -31.6% | -8.4% | -23.2% | -30.9% |
| YTD | -15.3% | +65.9% | -81.2% | -26.4% |
| 1Y | -18.2% | +69.4% | -87.6% | -29.4% |
| 3Y | +241.2% | +55.9% | +185.3% | +194.8% |
| 5Y | +469.8% | +146.2% | +323.6% | +324.9% |
| 10Y | +2,106.2% | +140.6% | +1,965.6% | +1,265.8% |
| All | +25,794.9% | +62.8% | +25,732.1% | +17,092.9% |
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