+109.3%
INTC vs CVE
+136.7%
-27.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | -1.0% | -10.1% | +9.1% | +1.3% |
| 30D | -43.3% | -12.1% | -31.2% | -41.8% |
| 3M | -41.6% | -1.9% | -39.7% | -41.6% |
| 6M | -52.5% | -1.8% | -50.6% | -52.8% |
| YTD | +60.9% | +65.8% | -4.9% | +42.3% |
| 1Y | +55.7% | +60.8% | -5.1% | +38.5% |
| 3Y | +59.2% | +70.1% | -11.0% | +38.2% |
| 5Y | +25.0% | +134.8% | -109.7% | -0.6% |
| 10Y | +109.3% | +130.1% | -20.8% | +34.7% |
| All | +109.3% | +136.7% | -27.4% | +34.7% |
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