+118.0%
GOOG vs CVE
+53.7%
+64.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +2.1% | -16.1% | +18.2% | +3.4% |
| 30D | -18.3% | -10.4% | -7.9% | -17.7% |
| 3M | -20.3% | -2.4% | -18.0% | -20.5% |
| 6M | -28.1% | -4.4% | -23.6% | -28.2% |
| YTD | -9.3% | +64.9% | -74.3% | -18.4% |
| 1Y | -0.2% | +66.0% | -66.3% | -10.5% |
| 3Y | +118.0% | +57.7% | +60.4% | +84.2% |
| All | +118.0% | +53.7% | +64.3% | +84.2% |
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