+616.9%
GOOGL vs CVE
+136.1%
+480.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.8% | -16.1% | +17.9% | +4.1% |
| 30D | -18.8% | -10.4% | -8.4% | -17.7% |
| 3M | -20.3% | -2.4% | -18.0% | -20.4% |
| 6M | -28.4% | -4.4% | -23.9% | -28.5% |
| YTD | -8.8% | +64.9% | -73.8% | -16.6% |
| 1Y | +0.3% | +66.0% | -65.8% | -8.5% |
| 3Y | +120.7% | +57.7% | +63.1% | +99.7% |
| 5Y | +93.1% | +144.7% | -51.6% | +59.4% |
| All | +616.9% | +136.1% | +480.8% | +398.8% |
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