+144.3%
GILD vs CVE
+335.8%
-191.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -4.2% | +1.6% | -5.9% | -4.3% |
| 30D | +6.7% | +11.7% | -5.1% | +6.3% |
| 3M | +20.0% | +18.2% | +1.8% | +19.2% |
| 6M | -1.3% | +48.8% | -50.1% | -3.0% |
| YTD | +19.4% | +99.4% | -80.0% | +16.0% |
| 1Y | +28.9% | +97.9% | -68.9% | +25.2% |
| 3Y | +110.3% | +76.3% | +34.0% | +103.5% |
| All | +144.3% | +335.8% | -191.5% | +125.3% |
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