-40.2%
CMCSA vs CVE
+158.6%
-198.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.2% | +5.9% | -2.8% | +2.6% |
| 30D | +19.5% | -10.9% | +30.4% | +20.6% |
| 3M | -2.4% | -4.5% | +2.1% | -2.3% |
| 6M | +3.8% | -1.0% | +4.8% | +3.3% |
| YTD | -5.4% | +74.7% | -80.1% | -12.3% |
| 1Y | +1.1% | +65.8% | -64.7% | -5.7% |
| 3Y | -27.1% | +73.2% | -100.3% | -33.9% |
| All | -40.2% | +158.6% | -198.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling