+59.8%
ILMN vs CVE
+136.1%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.5% |
| 7D | -9.7% | -16.1% | +6.4% | -7.4% |
| 30D | -20.4% | -10.4% | -10.0% | -19.3% |
| 3M | +10.0% | -2.4% | +12.4% | +10.1% |
| 6M | +49.5% | -4.4% | +53.9% | +49.6% |
| YTD | +62.5% | +64.9% | -2.4% | +49.1% |
| 1Y | +76.0% | +66.0% | +10.0% | +61.2% |
| 3Y | +94.2% | +57.7% | +36.5% | +76.5% |
| 5Y | -46.3% | +144.7% | -191.0% | -55.1% |
| All | +59.8% | +136.1% | -76.3% | +13.0% |
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