+459.8%
QCOM vs CVE
+89.9%
+369.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | +7.7% | +16.7% | -9.0% | +3.9% |
| 3M | -30.1% | +9.3% | -39.3% | -31.8% |
| 6M | +22.8% | +43.6% | -20.8% | +11.9% |
| YTD | +0.2% | +93.6% | -93.4% | -15.1% |
| 1Y | +7.9% | +98.8% | -90.9% | -9.4% |
| 3Y | +55.8% | +73.6% | -17.8% | +32.7% |
| 5Y | +30.1% | +312.5% | -282.4% | -10.8% |
| 10Y | +248.9% | +161.0% | +87.8% | +127.3% |
| All | +459.8% | +89.9% | +369.9% | +285.2% |
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 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