+5,946.0%
LLY vs CVE
+67.4%
+5,878.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.3% | +1.2% |
| 7D | +10.1% | -12.1% | +22.1% | +11.2% |
| 30D | +24.0% | -9.8% | +33.8% | +25.0% |
| 3M | +27.3% | -0.7% | +28.0% | +27.1% |
| 6M | +47.0% | -4.3% | +51.3% | +46.9% |
| YTD | +32.6% | +70.6% | -38.0% | +25.7% |
| 1Y | +57.3% | +73.2% | -15.8% | +48.8% |
| 3Y | +154.9% | +60.3% | +94.6% | +140.2% |
| 5Y | +447.5% | +159.3% | +288.2% | +385.4% |
| 10Y | +2,187.5% | +147.4% | +2,040.1% | +1,803.7% |
| All | +5,946.0% | +67.4% | +5,878.6% | +5,049.7% |
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 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