+56.0%
ILMN vs CVE
+137.5%
-81.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.4% | -7.8% |
| 7D | -28.3% | -14.1% | -14.2% | -26.8% |
| 30D | -24.0% | -11.6% | -12.3% | -22.7% |
| 3M | +4.1% | 0.0% | +4.0% | +3.8% |
| 6M | +49.6% | -8.4% | +58.0% | +50.6% |
| YTD | +58.6% | +65.9% | -7.3% | +45.4% |
| 1Y | +69.9% | +69.4% | +0.5% | +55.1% |
| 3Y | +82.9% | +55.9% | +27.0% | +66.5% |
| 5Y | -47.6% | +146.2% | -193.8% | -56.2% |
| All | +56.0% | +137.5% | -81.5% | +10.2% |
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