+4.0%
SYK vs CVE
+327.8%
-323.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.3% | -9.0% |
| 7D | -12.9% | +0.2% | -13.1% | -12.9% |
| 30D | -18.5% | +17.5% | -36.0% | -19.4% |
| 3M | -8.1% | +16.2% | -24.3% | -9.2% |
| 6M | -23.8% | +47.8% | -71.5% | -26.4% |
| YTD | -20.9% | +98.5% | -119.4% | -25.9% |
| 1Y | -29.0% | +109.8% | -138.7% | -34.0% |
| 3Y | -1.7% | +75.5% | -77.2% | -8.6% |
| 5Y | +4.0% | +341.6% | -337.6% | -14.4% |
| All | +4.0% | +327.8% | -323.9% | -14.4% |
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