+101.1%
GOOGL vs CVE
+158.6%
-57.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | +3.9% | +5.9% | -2.1% | +3.2% |
| 30D | -14.9% | -10.9% | -4.1% | -14.0% |
| 3M | -14.6% | -4.5% | -10.0% | -14.4% |
| 6M | -26.4% | -1.0% | -25.5% | -26.8% |
| YTD | -5.3% | +74.7% | -80.1% | -13.8% |
| 1Y | +6.5% | +65.8% | -59.4% | -2.4% |
| 3Y | +126.0% | +73.2% | +52.9% | +100.6% |
| All | +101.1% | +158.6% | -57.5% | +62.7% |
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 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