+142.1%
IBM vs CVE
+148.3%
-6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.6% |
| 7D | -4.3% | -14.1% | +9.7% | -3.0% |
| 30D | +11.7% | -11.6% | +23.3% | +12.9% |
| 3M | +5.5% | 0.0% | +5.5% | +5.3% |
| 6M | +9.5% | -8.4% | +17.9% | +10.0% |
| YTD | -14.9% | +65.9% | -80.8% | -20.3% |
| 1Y | -17.4% | +69.4% | -86.8% | -22.8% |
| 3Y | +83.3% | +55.9% | +27.3% | +69.5% |
| 5Y | +142.1% | +146.2% | -4.1% | +111.4% |
| All | +142.1% | +148.3% | -6.3% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling