+19.7%
BAC vs CVE
+148.3%
-128.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.1% |
| 7D | -2.7% | -14.1% | +11.4% | +0.2% |
| 30D | -8.0% | -11.6% | +3.6% | -6.0% |
| 3M | -20.9% | 0.0% | -21.0% | -21.5% |
| 6M | -5.4% | -8.4% | +3.0% | -4.7% |
| YTD | -8.1% | +65.9% | -74.0% | -20.6% |
| 1Y | -3.1% | +69.4% | -72.5% | -16.9% |
| 3Y | +88.1% | +55.9% | +32.2% | +60.0% |
| 5Y | +19.7% | +146.2% | -126.4% | -12.8% |
| All | +19.7% | +148.3% | -128.6% | -12.8% |
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