+37.9%
BA vs CVE
+150.3%
-112.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.8% | +4.6% |
| 7D | +5.9% | -12.1% | +18.0% | +10.0% |
| 30D | -8.2% | -9.8% | +1.6% | -5.4% |
| 3M | -25.4% | -0.7% | -24.7% | -25.8% |
| 6M | -20.0% | -4.3% | -15.7% | -20.6% |
| YTD | -18.5% | +70.6% | -89.1% | -34.5% |
| 1Y | -10.6% | +73.2% | -83.8% | -28.9% |
| 3Y | -9.3% | +60.3% | -69.6% | -28.0% |
| 5Y | -16.9% | +159.3% | -176.2% | -48.1% |
| 10Y | +37.9% | +147.4% | -109.6% | -42.2% |
| All | +37.9% | +150.3% | -112.5% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling