-19.5%
IBM vs CVE
+67.8%
-87.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -5.0% | -16.1% | +11.2% | -5.0% |
| 30D | +11.1% | -10.4% | +21.5% | +11.1% |
| 3M | +5.7% | -2.4% | +8.1% | +6.1% |
| 6M | +10.1% | -4.4% | +14.5% | +10.2% |
| YTD | -15.6% | +64.9% | -80.5% | -18.1% |
| 1Y | -19.5% | +66.0% | -85.6% | -21.9% |
| All | -19.5% | +67.8% | -87.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling