+31.8%
ILMN vs CVE
+159.5%
-127.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +9.2% | +16.7% | -7.6% | +6.7% |
| 3M | +29.8% | +9.3% | +20.6% | +27.9% |
| 6M | +69.2% | +43.6% | +25.6% | +59.5% |
| YTD | +66.4% | +93.6% | -27.2% | +49.5% |
| 1Y | +123.4% | +98.8% | +24.6% | +99.5% |
| 3Y | +33.2% | +73.6% | -40.4% | +19.5% |
| 5Y | -52.0% | +312.5% | -364.4% | -62.7% |
| All | +31.8% | +159.5% | -127.7% | -7.5% |
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