+4,717.7%
REGN vs CVE
+70.3%
+4,647.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | +5.3% | +4.6% | +0.7% | +4.8% |
| 30D | +26.3% | -12.0% | +38.3% | +28.1% |
| 3M | +19.3% | -3.8% | +23.1% | +19.6% |
| 6M | +31.8% | -2.7% | +34.6% | +31.6% |
| YTD | +23.7% | +73.6% | -49.9% | +14.5% |
| 1Y | +40.2% | +62.0% | -21.8% | +30.9% |
| 3Y | +20.2% | +72.7% | -52.5% | +9.8% |
| 5Y | +52.1% | +153.9% | -101.8% | +28.6% |
| 10Y | +128.7% | +147.6% | -18.9% | +82.5% |
| All | +4,717.7% | +70.3% | +4,647.4% | +3,783.5% |
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