-33.3%
BAX vs CVE
+147.6%
-181.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +0.4% | +4.6% | -4.3% | 0.0% |
| 30D | +3.4% | -12.0% | +15.4% | +4.3% |
| 3M | -4.5% | -3.8% | -0.7% | -4.4% |
| 6M | +44.0% | -2.7% | +46.7% | +43.6% |
| YTD | +34.9% | +73.6% | -38.7% | +27.5% |
| 1Y | +37.9% | +62.0% | -24.1% | +31.1% |
| 3Y | -17.1% | +72.7% | -89.8% | -22.6% |
| 5Y | -64.3% | +153.9% | -218.2% | -68.1% |
| All | -33.3% | +147.6% | -181.0% | -45.2% |
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