+91.6%
CSCO vs CVE
+148.3%
-56.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.9% | -7.2% |
| 7D | -11.9% | -14.1% | +2.2% | -10.0% |
| 30D | -18.8% | -11.6% | -7.2% | -17.5% |
| 3M | -21.2% | 0.0% | -21.3% | -21.4% |
| 6M | +1.9% | -8.4% | +10.3% | +2.7% |
| YTD | +26.1% | +65.9% | -39.8% | +16.7% |
| 1Y | +34.7% | +69.4% | -34.7% | +24.2% |
| 3Y | +94.0% | +55.9% | +38.1% | +76.9% |
| 5Y | +91.6% | +146.2% | -54.6% | +63.7% |
| All | +91.6% | +148.3% | -56.7% | +63.7% |
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