+136.8%
GOOGL vs CVE
+317.2%
-180.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.3% | +2.5% | -4.8% | -2.6% |
| 30D | -6.6% | +16.7% | -23.3% | -8.2% |
| 3M | -8.9% | +9.3% | -18.2% | -10.0% |
| 6M | +11.9% | +43.6% | -31.7% | +6.1% |
| YTD | +8.3% | +93.6% | -85.2% | -2.0% |
| 1Y | +46.2% | +98.8% | -52.5% | +31.5% |
| 3Y | +151.9% | +73.6% | +78.3% | +124.9% |
| All | +136.8% | +317.2% | -180.4% | +83.9% |
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