+418.5%
BA vs CVE
+89.9%
+328.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | -2.4% | +9.3% | -11.6% | -6.1% |
| 6M | -6.6% | +43.6% | -50.2% | -18.8% |
| YTD | -2.2% | +93.6% | -95.8% | -23.4% |
| 1Y | -8.0% | +98.8% | -106.8% | -29.0% |
| 3Y | -5.0% | +73.6% | -78.6% | -25.4% |
| 5Y | -2.7% | +312.5% | -315.2% | -46.4% |
| 10Y | +75.9% | +161.0% | -85.2% | -14.3% |
| All | +418.5% | +89.9% | +328.6% | +146.4% |
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