-0.9%
BA vs CVE
+317.2%
-318.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.6% |
| 30D | -11.6% | +16.7% | -28.4% | -14.6% |
| 3M | -2.4% | +9.3% | -11.6% | -4.7% |
| 6M | -6.6% | +43.6% | -50.2% | -15.7% |
| YTD | -2.2% | +93.6% | -95.8% | -19.0% |
| 1Y | -8.0% | +98.8% | -106.8% | -24.7% |
| 3Y | -5.0% | +73.6% | -78.6% | -22.3% |
| All | -0.9% | +317.2% | -318.2% | -42.3% |
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