+477.0%
CIEN vs CVE
+317.2%
+159.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -15.2% | +2.5% | -17.7% | -15.6% |
| 30D | -21.5% | +16.7% | -38.2% | -24.0% |
| 3M | -40.1% | +9.3% | -49.3% | -41.2% |
| 6M | -6.6% | +43.6% | -50.2% | -13.8% |
| YTD | +37.3% | +93.6% | -56.3% | +19.1% |
| 1Y | +174.5% | +98.8% | +75.8% | +136.4% |
| 3Y | +562.3% | +73.6% | +488.7% | +465.5% |
| All | +477.0% | +317.2% | +159.8% | +351.8% |
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