+1,892.7%
GOOG vs CVE
+61.8%
+1,830.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +2.1% | -16.1% | +18.2% | +4.8% |
| 30D | -18.3% | -10.4% | -7.9% | -17.0% |
| 3M | -20.3% | -2.4% | -18.0% | -20.4% |
| 6M | -28.1% | -4.4% | -23.6% | -28.2% |
| YTD | -9.3% | +64.9% | -74.3% | -18.1% |
| 1Y | -0.2% | +66.0% | -66.3% | -10.1% |
| 3Y | +118.0% | +57.7% | +60.4% | +94.7% |
| 5Y | +92.1% | +144.7% | -52.7% | +53.7% |
| 10Y | +652.3% | +139.2% | +513.0% | +425.0% |
| All | +1,892.7% | +61.8% | +1,830.9% | +1,340.0% |
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