+48.6%
REGN vs CVE
+136.5%
-87.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -5.9% | -10.0% | +4.1% | -5.3% |
| 30D | +22.7% | -11.9% | +34.6% | +23.6% |
| 3M | +13.5% | -5.9% | +19.4% | +13.7% |
| 6M | +28.5% | -1.6% | +30.0% | +28.1% |
| YTD | +19.1% | +66.3% | -47.1% | +13.5% |
| 1Y | +40.6% | +57.5% | -16.9% | +34.5% |
| 3Y | +15.7% | +65.4% | -49.7% | +8.3% |
| 5Y | +48.6% | +144.2% | -95.5% | +33.0% |
| All | +48.6% | +136.5% | -87.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling