+123.1%
GOOG vs CVE
+73.1%
+50.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +4.8% | +4.6% | +0.2% | +4.5% |
| 30D | -15.5% | -12.0% | -3.5% | -14.7% |
| 3M | -13.7% | -3.8% | -9.9% | -13.6% |
| 6M | -23.0% | -2.7% | -20.2% | -23.0% |
| YTD | -5.7% | +73.6% | -79.3% | -15.6% |
| 1Y | +3.0% | +62.0% | -59.0% | -6.5% |
| All | +123.1% | +73.1% | +50.0% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling