+79.2%
IBM vs CVE
+68.0%
+11.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.5% | -10.0% | +8.5% | -0.7% |
| 30D | +8.4% | -11.9% | +20.3% | +9.5% |
| 3M | +4.2% | -5.9% | +10.1% | +4.6% |
| 6M | +7.9% | -1.6% | +9.5% | +7.7% |
| YTD | -15.2% | +66.3% | -81.5% | -20.9% |
| 1Y | -18.7% | +57.5% | -76.2% | -23.7% |
| 3Y | +79.2% | +65.4% | +13.8% | +59.9% |
| All | +79.2% | +68.0% | +11.2% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling