-33.9%
BAX vs CVE
+136.7%
-170.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +9.0% | -10.1% | +19.1% | +9.9% |
| 30D | +8.5% | -12.1% | +20.6% | +9.4% |
| 3M | -4.1% | -1.9% | -2.2% | -4.3% |
| 6M | +46.9% | -1.8% | +48.8% | +46.4% |
| YTD | +38.4% | +65.8% | -27.4% | +31.3% |
| 1Y | +47.0% | +60.8% | -13.8% | +39.8% |
| 3Y | -14.9% | +70.1% | -85.1% | -20.5% |
| 5Y | -62.5% | +134.8% | -197.3% | -66.4% |
| 10Y | -33.9% | +130.1% | -164.0% | -45.6% |
| All | -33.9% | +136.7% | -170.6% | -45.6% |
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