+767.5%
GOOG vs CVE
+161.7%
+605.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -6.8% | +16.7% | -23.6% | -8.9% |
| 3M | -9.1% | +9.3% | -18.4% | -10.6% |
| 6M | +10.7% | +43.6% | -32.9% | +4.1% |
| YTD | +7.1% | +93.6% | -86.5% | -4.1% |
| 1Y | +44.6% | +98.8% | -54.1% | +28.8% |
| 3Y | +147.4% | +73.6% | +73.8% | +121.1% |
| 5Y | +133.8% | +312.5% | -178.7% | +78.0% |
| All | +767.5% | +161.7% | +605.8% | +499.3% |
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 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