-11.0%
QCOM vs CVE
+68.4%
-79.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.7% | -6.7% | -9.7% |
| 7D | -15.5% | -14.1% | -1.4% | -16.6% |
| 30D | -13.4% | -11.6% | -1.8% | -14.4% |
| 3M | 0.0% | 0.0% | 0.0% | 0.0% |
| 6M | -15.2% | -8.4% | -6.8% | -15.2% |
| YTD | -6.9% | +65.9% | -72.8% | -8.4% |
| 1Y | -11.0% | +69.4% | -80.4% | -12.9% |
| All | -11.0% | +68.4% | -79.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling