-16.9%
BA vs CVE
+157.6%
-174.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.8% | +3.6% |
| 7D | +5.9% | -12.1% | +18.0% | +8.4% |
| 30D | -8.2% | -9.8% | +1.6% | -6.4% |
| 3M | -25.4% | -0.7% | -24.7% | -25.6% |
| 6M | -20.0% | -4.3% | -15.7% | -20.2% |
| YTD | -18.5% | +70.6% | -89.1% | -30.8% |
| 1Y | -10.6% | +73.2% | -83.8% | -24.7% |
| 3Y | -9.3% | +60.3% | -69.6% | -24.8% |
| 5Y | -16.9% | +159.3% | -176.2% | -45.1% |
| All | -16.9% | +157.6% | -174.5% | -45.1% |
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 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