+244.8%
ORCL vs CVE
+136.1%
+108.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -11.2% | -16.1% | +5.0% | -9.1% |
| 30D | -18.8% | -10.4% | -8.4% | -17.7% |
| 3M | -18.8% | -2.4% | -16.4% | -18.7% |
| 6M | -39.7% | -4.4% | -35.3% | -39.7% |
| YTD | -39.6% | +64.9% | -104.6% | -43.9% |
| 1Y | -51.7% | +66.0% | -117.8% | -55.2% |
| 3Y | +10.2% | +57.7% | -47.4% | +1.8% |
| 5Y | +30.8% | +144.7% | -113.9% | +13.0% |
| All | +244.8% | +136.1% | +108.6% | +159.6% |
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