-40.8%
CMCSA vs CVE
+150.7%
-191.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +21.0% | -10.8% | +31.8% | +22.0% |
| 3M | -0.9% | -4.3% | +3.4% | -0.9% |
| 6M | +2.9% | -1.5% | +4.4% | +2.3% |
| YTD | -5.9% | +70.7% | -76.6% | -12.6% |
| 1Y | +2.5% | +58.1% | -55.6% | -4.0% |
| 3Y | -28.3% | +69.8% | -98.1% | -34.8% |
| 5Y | -40.8% | +148.9% | -189.7% | -49.1% |
| All | -40.8% | +150.7% | -191.5% | -49.1% |
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 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