+3.2%
CMCSA vs CVE
+147.6%
-144.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -0.6% | +4.6% | -5.2% | -1.2% |
| 30D | +18.8% | -12.0% | +30.8% | +20.4% |
| 3M | -1.1% | -3.8% | +2.7% | -1.0% |
| 6M | +2.5% | -2.7% | +5.3% | +2.2% |
| YTD | -6.7% | +73.6% | -80.3% | -14.3% |
| 1Y | 0.0% | +62.0% | -62.1% | -7.4% |
| 3Y | -28.9% | +72.7% | -101.6% | -35.7% |
| 5Y | -41.1% | +153.9% | -195.1% | -50.8% |
| All | +3.2% | +147.6% | -144.4% | -28.8% |
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 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