+97.7%
GOOG vs CVE
+158.6%
-61.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | +3.0% | +5.9% | -2.9% | +2.4% |
| 30D | -14.9% | -10.9% | -4.0% | -14.0% |
| 3M | -14.9% | -4.5% | -10.4% | -14.7% |
| 6M | -26.6% | -1.0% | -25.6% | -26.9% |
| YTD | -6.6% | +74.7% | -81.3% | -15.0% |
| 1Y | +5.1% | +65.8% | -60.7% | -3.6% |
| 3Y | +121.0% | +73.2% | +47.8% | +96.2% |
| All | +97.7% | +158.6% | -61.0% | +60.3% |
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