+580.9%
ORCL vs CVE
+67.4%
+513.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | -0.7% |
| 7D | -14.4% | -12.1% | -2.3% | -12.5% |
| 30D | -12.8% | -9.8% | -3.1% | -11.4% |
| 3M | -14.8% | -0.7% | -14.1% | -14.9% |
| 6M | -30.9% | -4.3% | -26.6% | -30.9% |
| YTD | -35.7% | +70.6% | -106.3% | -42.0% |
| 1Y | -49.5% | +73.2% | -122.6% | -54.6% |
| 3Y | +18.6% | +60.3% | -41.7% | +6.6% |
| 5Y | +38.4% | +159.3% | -120.9% | +11.2% |
| 10Y | +275.2% | +147.4% | +127.8% | +171.2% |
| All | +580.9% | +67.4% | +513.6% | +440.0% |
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