+0.4%
CMCSA vs CVE
+67.8%
-67.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.3% |
| 7D | +5.0% | -16.1% | +21.2% | +3.3% |
| 30D | +16.5% | -10.4% | +26.9% | +15.1% |
| 3M | -1.6% | -2.4% | +0.8% | -2.1% |
| 6M | -5.0% | -4.4% | -0.6% | -6.1% |
| YTD | -8.3% | +64.9% | -73.2% | -4.7% |
| 1Y | +0.4% | +66.0% | -65.6% | +3.3% |
| All | +0.4% | +67.8% | -67.4% | +3.3% |
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 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