-36.8%
BAX vs CVE
+136.1%
-173.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +12.1% | -16.1% | +28.3% | +13.6% |
| 30D | +7.6% | -10.4% | +18.0% | +8.3% |
| 3M | -4.5% | -2.4% | -2.1% | -4.6% |
| 6M | +52.0% | -4.4% | +56.5% | +51.8% |
| YTD | +35.1% | +64.9% | -29.8% | +28.3% |
| 1Y | +43.7% | +66.0% | -22.3% | +36.3% |
| 3Y | -20.9% | +57.7% | -78.6% | -25.6% |
| 5Y | -63.5% | +144.7% | -208.3% | -67.4% |
| All | -36.8% | +136.1% | -173.0% | -48.4% |
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