+265.7%
BAC vs CVE
+137.5%
+128.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.9% |
| 7D | -2.7% | -14.1% | +11.4% | +0.9% |
| 30D | -8.0% | -11.6% | +3.6% | -5.4% |
| 3M | -20.9% | 0.0% | -21.0% | -21.5% |
| 6M | -5.4% | -8.4% | +3.0% | -4.6% |
| YTD | -8.1% | +65.9% | -74.0% | -21.9% |
| 1Y | -3.1% | +69.4% | -72.5% | -18.3% |
| 3Y | +88.1% | +55.9% | +32.2% | +58.5% |
| 5Y | +19.7% | +146.2% | -126.4% | -15.1% |
| All | +265.7% | +137.5% | +128.2% | +96.5% |
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