-34.4%
BAX vs CVE
+159.5%
-193.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -5.5% | +16.7% | -22.2% | -6.7% |
| 3M | +33.5% | +9.3% | +24.3% | +32.3% |
| 6M | +35.9% | +43.6% | -7.7% | +31.1% |
| YTD | +35.4% | +93.6% | -58.2% | +27.1% |
| 1Y | +9.8% | +98.8% | -89.0% | +2.8% |
| 3Y | -32.7% | +73.6% | -106.3% | -37.1% |
| 5Y | -65.6% | +312.5% | -378.0% | -70.5% |
| All | -34.4% | +159.5% | -193.9% | -46.1% |
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