+361.1%
CSCO vs CVE
+159.5%
+201.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -10.1% | +16.7% | -26.9% | -12.2% |
| 3M | -15.7% | +9.3% | -25.0% | -17.0% |
| 6M | +36.3% | +43.6% | -7.3% | +28.9% |
| YTD | +43.8% | +93.6% | -49.8% | +30.2% |
| 1Y | +63.9% | +98.8% | -34.8% | +47.6% |
| 3Y | +104.4% | +73.6% | +30.8% | +84.6% |
| 5Y | +111.4% | +312.5% | -201.1% | +64.3% |
| All | +361.1% | +159.5% | +201.6% | +225.4% |
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