+420.0%
QCOM vs CVE
+62.8%
+357.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.7% | -6.7% | -8.9% |
| 7D | -15.5% | -14.1% | -1.4% | -12.8% |
| 30D | -13.4% | -11.6% | -1.8% | -11.3% |
| 3M | 0.0% | 0.0% | 0.0% | -0.6% |
| 6M | -15.2% | -8.4% | -6.8% | -14.7% |
| YTD | -6.9% | +65.9% | -72.8% | -18.8% |
| 1Y | -11.0% | +69.4% | -80.4% | -22.8% |
| 3Y | +39.8% | +55.9% | -16.2% | +21.5% |
| 5Y | +7.2% | +146.2% | -139.0% | -18.0% |
| 10Y | +207.7% | +140.6% | +67.1% | +102.8% |
| All | +420.0% | +62.8% | +357.2% | +268.6% |
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