-28.0%
CMCSA vs CVE
+67.9%
-95.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.7% | -10.1% | +12.8% | +3.4% |
| 30D | +18.6% | -12.1% | +30.7% | +19.6% |
| 3M | -1.8% | -1.9% | 0.0% | -2.3% |
| 6M | -0.7% | -1.8% | +1.2% | -1.6% |
| YTD | -7.8% | +65.8% | -73.6% | -15.8% |
| 1Y | +0.7% | +60.8% | -60.1% | -7.7% |
| 3Y | -28.0% | +70.1% | -98.1% | -38.1% |
| All | -28.0% | +67.9% | -95.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling