+799.8%
GILD vs CVE
+94.7%
+705.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +10.1% | +17.5% | -7.4% | +8.3% |
| 3M | +15.2% | +16.2% | -1.0% | +13.3% |
| 6M | +3.1% | +47.8% | -44.6% | -1.2% |
| YTD | +20.9% | +98.5% | -77.6% | +12.4% |
| 1Y | +29.8% | +109.8% | -79.9% | +19.8% |
| 3Y | +113.0% | +75.5% | +37.5% | +97.6% |
| 5Y | +144.9% | +341.6% | -196.7% | +99.8% |
| 10Y | +164.5% | +159.8% | +4.8% | +117.3% |
| All | +799.8% | +94.7% | +705.1% | +651.4% |
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