+297.1%
INTC vs CVE
+62.8%
+234.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.7% | -7.6% | -9.7% |
| 7D | -43.2% | -14.1% | -29.2% | -41.3% |
| 30D | -53.6% | -11.6% | -41.9% | -52.3% |
| 3M | -48.3% | 0.0% | -48.3% | -48.5% |
| 6M | -51.7% | -8.4% | -43.3% | -51.3% |
| YTD | +41.6% | +65.9% | -24.3% | +24.3% |
| 1Y | +36.1% | +69.4% | -33.3% | +18.8% |
| 3Y | +39.3% | +55.9% | -16.6% | +22.2% |
| 5Y | +10.6% | +146.2% | -135.5% | -14.7% |
| 10Y | +90.4% | +140.6% | -50.2% | +26.0% |
| All | +297.1% | +62.8% | +234.4% | +169.3% |
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