+346.9%
ORCL vs CVE
+159.5%
+187.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +5.3% | +2.5% | +2.8% | +4.9% |
| 30D | +10.0% | +16.7% | -6.8% | +7.8% |
| 3M | -32.6% | +9.3% | -41.9% | -33.5% |
| 6M | +4.9% | +43.6% | -38.7% | -0.4% |
| YTD | -17.8% | +93.6% | -111.3% | -25.0% |
| 1Y | -28.0% | +98.8% | -126.7% | -34.5% |
| 3Y | +36.0% | +73.6% | -37.6% | +23.9% |
| 5Y | +88.7% | +312.5% | -223.8% | +53.7% |
| All | +346.9% | +159.5% | +187.4% | +232.7% |
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