+29.8%
ORCL vs CVE
+148.3%
-118.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -6.5% |
| 7D | -17.5% | -14.1% | -3.4% | -15.3% |
| 30D | -20.2% | -11.6% | -8.5% | -18.5% |
| 3M | -19.9% | 0.0% | -20.0% | -20.2% |
| 6M | -37.4% | -8.4% | -29.0% | -36.9% |
| YTD | -40.1% | +65.9% | -106.0% | -46.2% |
| 1Y | -53.4% | +69.4% | -122.8% | -58.3% |
| 3Y | +10.4% | +55.9% | -45.5% | -3.0% |
| 5Y | +29.8% | +146.2% | -116.4% | +5.2% |
| All | +29.8% | +148.3% | -118.6% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling