+149.9%
IBM vs CVE
+136.7%
+13.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -2.5% | -10.1% | +7.5% | -1.1% |
| 30D | +8.4% | -12.1% | +20.5% | +10.3% |
| 3M | +4.5% | -1.9% | +6.3% | +4.5% |
| 6M | +7.9% | -1.8% | +9.7% | +7.5% |
| YTD | -15.2% | +65.8% | -81.0% | -22.4% |
| 1Y | -17.6% | +60.8% | -78.4% | -24.3% |
| 3Y | +82.1% | +70.1% | +11.9% | +63.0% |
| 5Y | +143.3% | +134.8% | +8.6% | +100.2% |
| 10Y | +149.9% | +130.1% | +19.8% | +68.7% |
| All | +149.9% | +136.7% | +13.2% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling