+40.7%
ILMN vs CVE
+72.1%
-31.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +28.2% |
| 6M | +69.2% | +43.6% | +25.6% | +58.4% |
| YTD | +66.4% | +93.6% | -27.2% | +46.0% |
| 1Y | +123.4% | +98.8% | +24.6% | +93.9% |
| All | +40.7% | +72.1% | -31.4% | +14.1% |
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