+6.4%
CMCSA vs CVE
+132.7%
-126.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +4.6% | -10.0% | +14.5% | +5.8% |
| 30D | +19.8% | -11.9% | +31.6% | +21.4% |
| 3M | -0.3% | -5.9% | +5.7% | +0.1% |
| 6M | +0.3% | -1.6% | +1.9% | -0.3% |
| YTD | -6.9% | +66.3% | -73.2% | -14.0% |
| 1Y | +2.6% | +57.5% | -54.9% | -4.7% |
| 3Y | -29.0% | +65.4% | -94.5% | -35.4% |
| 5Y | -42.0% | +144.2% | -186.2% | -51.2% |
| 10Y | +6.4% | +135.5% | -129.1% | -26.3% |
| All | +6.4% | +132.7% | -126.3% | -26.3% |
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