+123.4%
GOOGL vs CVE
+67.9%
+55.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +3.3% | -10.1% | +13.4% | +4.0% |
| 30D | -18.1% | -12.1% | -6.0% | -17.3% |
| 3M | -18.6% | -1.9% | -16.7% | -18.8% |
| 6M | -28.0% | -1.8% | -26.2% | -28.4% |
| YTD | -7.8% | +65.8% | -73.5% | -17.0% |
| 1Y | +3.6% | +60.8% | -57.2% | -6.3% |
| 3Y | +123.4% | +70.1% | +53.2% | +89.7% |
| All | +123.4% | +67.9% | +55.4% | +89.7% |
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