+667.7%
GOOGL vs CVE
+144.4%
+523.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -16.8% | -10.8% | -6.0% | -15.6% |
| 3M | -14.6% | -4.3% | -10.3% | -14.3% |
| 6M | -24.4% | -1.5% | -22.9% | -24.8% |
| YTD | -6.1% | +70.7% | -76.8% | -14.5% |
| 1Y | +1.0% | +58.1% | -57.1% | -7.1% |
| 3Y | +123.4% | +69.8% | +53.6% | +100.1% |
| 5Y | +103.2% | +148.9% | -45.7% | +67.4% |
| 10Y | +667.7% | +143.5% | +524.2% | +433.5% |
| All | +667.7% | +144.4% | +523.3% | +433.5% |
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