+98.9%
GOOGL vs CVE
+136.5%
-37.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.6% | -10.0% | +12.6% | +3.7% |
| 30D | -18.3% | -11.9% | -6.4% | -17.3% |
| 3M | -19.6% | -5.9% | -13.6% | -19.3% |
| 6M | -28.2% | -1.6% | -26.7% | -28.6% |
| YTD | -8.0% | +66.3% | -74.3% | -15.8% |
| 1Y | -0.7% | +57.5% | -58.2% | -8.5% |
| 3Y | +118.8% | +65.4% | +53.4% | +95.1% |
| 5Y | +98.9% | +144.2% | -45.3% | +62.5% |
| All | +98.9% | +136.5% | -37.7% | +62.5% |
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 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