-21.4%
BAX vs CVE
+54.6%
-76.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.0% |
| 7D | +9.1% | -14.1% | +23.2% | +10.2% |
| 30D | +5.3% | -11.6% | +16.9% | +5.9% |
| 3M | -6.1% | 0.0% | -6.2% | -6.9% |
| 6M | +53.3% | -8.4% | +61.7% | +53.3% |
| YTD | +34.4% | +65.9% | -31.5% | +21.8% |
| 1Y | +43.2% | +69.4% | -26.2% | +29.2% |
| All | -21.4% | +54.6% | -76.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling