+1,096.6%
CIEN vs CVE
+136.1%
+960.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.5% |
| 7D | -24.1% | -16.1% | -8.0% | -21.9% |
| 30D | -45.5% | -10.4% | -35.1% | -44.5% |
| 3M | -39.7% | -2.4% | -37.4% | -39.5% |
| 6M | -57.8% | -4.4% | -53.4% | -57.6% |
| YTD | +4.1% | +64.9% | -60.9% | -4.2% |
| 1Y | +20.8% | +66.0% | -45.2% | +11.0% |
| 3Y | +463.1% | +57.7% | +405.5% | +414.3% |
| 5Y | +302.3% | +144.7% | +157.6% | +240.5% |
| All | +1,096.6% | +136.1% | +960.5% | +791.0% |
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