+329.2%
BAC vs CVE
+67.4%
+261.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.6% | +6.3% |
| 7D | +1.5% | -12.1% | +13.6% | +5.3% |
| 30D | -4.4% | -9.8% | +5.4% | -1.8% |
| 3M | -17.5% | -0.7% | -16.8% | -18.0% |
| 6M | -0.1% | -4.3% | +4.3% | -0.5% |
| YTD | -4.6% | +70.6% | -75.2% | -21.9% |
| 1Y | -1.5% | +73.2% | -74.7% | -19.9% |
| 3Y | +95.2% | +60.3% | +34.9% | +58.2% |
| 5Y | +23.3% | +159.3% | -136.0% | -19.6% |
| 10Y | +290.0% | +147.4% | +142.6% | +105.4% |
| All | +329.2% | +67.4% | +261.8% | +155.9% |
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