+1,873.9%
GOOGL vs CVE
+62.8%
+1,811.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -0.4% | -14.1% | +13.6% | +1.8% |
| 30D | -18.7% | -11.6% | -7.1% | -17.3% |
| 3M | -22.0% | 0.0% | -22.0% | -22.3% |
| 6M | -27.2% | -8.4% | -18.8% | -26.8% |
| YTD | -9.5% | +65.9% | -75.5% | -18.3% |
| 1Y | -0.4% | +69.4% | -69.8% | -10.5% |
| 3Y | +121.0% | +55.9% | +65.0% | +97.9% |
| 5Y | +91.6% | +146.2% | -54.5% | +53.6% |
| 10Y | +630.4% | +140.6% | +489.8% | +411.0% |
| All | +1,873.9% | +62.8% | +1,811.1% | +1,330.6% |
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