+396.6%
BAC vs CVE
+159.5%
+237.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | -0.4% | +16.7% | -17.1% | -4.5% |
| 3M | +16.9% | +9.3% | +7.6% | +13.4% |
| 6M | +26.6% | +43.6% | -17.0% | +13.4% |
| YTD | +15.8% | +93.6% | -77.8% | -4.9% |
| 1Y | +27.2% | +98.8% | -71.6% | +3.3% |
| 3Y | +132.4% | +73.6% | +58.8% | +91.4% |
| 5Y | +72.6% | +312.5% | -239.9% | +6.6% |
| All | +396.6% | +159.5% | +237.1% | +162.5% |
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