+645.0%
ILMN vs CVE
+67.4%
+577.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -3.7% |
| 7D | -21.6% | -12.1% | -9.5% | -20.0% |
| 30D | -22.9% | -9.8% | -13.1% | -21.7% |
| 3M | +11.6% | -0.7% | +12.3% | +11.3% |
| 6M | +62.5% | -4.3% | +66.9% | +62.5% |
| YTD | +72.7% | +70.6% | +2.1% | +55.7% |
| 1Y | +93.9% | +73.2% | +20.7% | +74.2% |
| 3Y | +99.2% | +60.3% | +38.9% | +78.4% |
| 5Y | -44.8% | +159.3% | -204.1% | -55.6% |
| 10Y | +73.0% | +147.4% | -74.4% | +23.2% |
| All | +645.0% | +67.4% | +577.6% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling