+474.5%
QCOM vs CVE
+67.4%
+407.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.6% | +13.0% | +7.0% |
| 7D | -5.3% | -12.1% | +6.7% | -2.9% |
| 30D | -4.2% | -9.8% | +5.6% | -2.4% |
| 3M | +7.0% | -0.7% | +7.8% | +6.5% |
| 6M | +3.8% | -4.3% | +8.1% | +3.4% |
| YTD | +2.8% | +70.6% | -67.8% | -10.9% |
| 1Y | +2.3% | +73.2% | -70.9% | -11.8% |
| 3Y | +54.4% | +60.3% | -5.9% | +33.4% |
| 5Y | +23.7% | +159.3% | -135.6% | -6.4% |
| 10Y | +240.0% | +147.4% | +92.5% | +122.6% |
| All | +474.5% | +67.4% | +407.2% | +304.5% |
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