+224.3%
INTC vs CVE
+161.7%
+62.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.8% |
| 7D | +7.1% | +2.5% | +4.6% | +6.5% |
| 30D | -5.2% | +16.7% | -21.9% | -8.4% |
| 3M | -14.3% | +9.3% | -23.6% | -16.2% |
| 6M | +110.2% | +43.6% | +66.6% | +92.8% |
| YTD | +159.6% | +93.6% | +66.0% | +123.1% |
| 1Y | +289.3% | +98.8% | +190.5% | +232.2% |
| 3Y | +166.1% | +73.6% | +92.5% | +129.6% |
| 5Y | +94.4% | +312.5% | -218.1% | +39.1% |
| All | +224.3% | +161.7% | +62.5% | +103.8% |
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