+519.7%
CSCO vs CVE
+62.8%
+457.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.9% | -7.1% |
| 7D | -11.9% | -14.1% | +2.2% | -9.6% |
| 30D | -18.8% | -11.6% | -7.2% | -17.2% |
| 3M | -21.2% | 0.0% | -21.3% | -21.5% |
| 6M | +1.9% | -8.4% | +10.3% | +2.9% |
| YTD | +26.1% | +65.9% | -39.8% | +14.4% |
| 1Y | +34.7% | +69.4% | -34.7% | +21.6% |
| 3Y | +94.0% | +55.9% | +38.1% | +74.5% |
| 5Y | +91.6% | +146.2% | -54.6% | +53.4% |
| 10Y | +323.2% | +140.6% | +182.5% | +197.4% |
| All | +519.7% | +62.8% | +457.0% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling