+2,264.3%
GOOGL vs CVE
+89.9%
+2,174.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -2.3% | +2.5% | -4.8% | -2.7% |
| 30D | -6.6% | +16.7% | -23.3% | -8.9% |
| 3M | -8.9% | +9.3% | -18.2% | -10.7% |
| 6M | +11.9% | +43.6% | -31.7% | +4.3% |
| YTD | +8.3% | +93.6% | -85.2% | -4.3% |
| 1Y | +46.2% | +98.8% | -52.5% | +28.3% |
| 3Y | +151.9% | +73.6% | +78.3% | +122.1% |
| 5Y | +137.7% | +312.5% | -174.8% | +74.3% |
| 10Y | +757.6% | +161.0% | +596.5% | +495.3% |
| All | +2,264.3% | +89.9% | +2,174.4% | +1,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling