+657.0%
SYK vs CVE
+89.9%
+567.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -8.3% | +2.5% | -10.8% | -8.7% |
| 30D | -10.1% | +16.7% | -26.8% | -12.5% |
| 3M | +0.9% | +9.3% | -8.4% | -1.1% |
| 6M | -20.2% | +43.6% | -63.8% | -25.7% |
| YTD | -13.3% | +93.6% | -106.9% | -23.8% |
| 1Y | -22.3% | +98.8% | -121.1% | -32.3% |
| 3Y | +9.7% | +73.6% | -63.9% | -4.1% |
| 5Y | +15.4% | +312.5% | -297.1% | -18.1% |
| 10Y | +192.9% | +161.0% | +31.8% | +87.5% |
| All | +657.0% | +89.9% | +567.0% | +393.9% |
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