+216.5%
QCOM vs CVE
+136.1%
+80.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | +0.4% | -16.1% | +16.5% | +3.8% |
| 30D | -6.6% | -10.4% | +3.8% | -4.9% |
| 3M | +3.7% | -2.4% | +6.1% | +3.6% |
| 6M | -13.3% | -4.4% | -8.9% | -13.6% |
| YTD | -1.8% | +64.9% | -66.7% | -13.4% |
| 1Y | -2.5% | +66.0% | -68.5% | -14.2% |
| 3Y | +47.0% | +57.7% | -10.7% | +28.7% |
| 5Y | +13.1% | +144.7% | -131.6% | -10.9% |
| All | +216.5% | +136.1% | +80.3% | +118.9% |
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