+73.5%
BA vs CVE
+159.5%
-86.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.3% |
| 30D | -11.6% | +16.7% | -28.4% | -16.1% |
| 3M | -2.4% | +9.3% | -11.6% | -6.2% |
| 6M | -6.6% | +43.6% | -50.2% | -19.2% |
| YTD | -2.2% | +93.6% | -95.8% | -24.1% |
| 1Y | -8.0% | +98.8% | -106.8% | -29.7% |
| 3Y | -5.0% | +73.6% | -78.6% | -26.2% |
| 5Y | -2.7% | +312.5% | -315.2% | -48.4% |
| All | +73.5% | +159.5% | -86.0% | -29.1% |
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