+1.8%
CMCSA vs CVE
+73.4%
-71.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.6% | +12.6% | +4.1% |
| 7D | +15.2% | -12.1% | +27.3% | +13.8% |
| 30D | +17.0% | -9.8% | +26.8% | +15.8% |
| 3M | +1.2% | -0.7% | +1.9% | +1.0% |
| 6M | -5.5% | -4.3% | -1.2% | -6.3% |
| YTD | -6.5% | +70.6% | -77.1% | -2.0% |
| 1Y | +1.8% | +73.2% | -71.3% | +6.0% |
| All | +1.8% | +73.4% | -71.6% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling