+308.5%
CSCO vs CVE
+149.3%
+159.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | +1.9% | +5.9% | -4.0% | +1.1% |
| 30D | -15.8% | -10.9% | -5.0% | -14.5% |
| 3M | -15.4% | -4.5% | -10.9% | -15.0% |
| 6M | -5.4% | -1.0% | -4.4% | -5.7% |
| YTD | +26.5% | +74.7% | -48.3% | +15.9% |
| 1Y | +25.9% | +65.8% | -39.9% | +16.2% |
| 3Y | +97.5% | +73.2% | +24.4% | +78.4% |
| 5Y | +93.0% | +155.6% | -62.6% | +60.7% |
| All | +308.5% | +149.3% | +159.2% | +191.1% |
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 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