+922.9%
MSFT vs CVE
+132.7%
+790.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +2.3% | -10.0% | +12.3% | +3.6% |
| 30D | -0.4% | -11.9% | +11.5% | +1.1% |
| 3M | +5.6% | -5.9% | +11.5% | +6.0% |
| 6M | +29.0% | -1.6% | +30.5% | +28.5% |
| YTD | +10.9% | +66.3% | -55.3% | +2.6% |
| 1Y | +6.2% | +57.5% | -51.3% | -1.2% |
| 3Y | +47.6% | +65.4% | -17.8% | +34.3% |
| 5Y | +67.9% | +144.2% | -76.2% | +41.4% |
| 10Y | +922.9% | +135.5% | +787.4% | +627.9% |
| All | +922.9% | +132.7% | +790.2% | +627.9% |
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