-30.0%
BAX vs CVE
+72.1%
-102.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.0% |
| 3M | +33.5% | +9.3% | +24.3% | +32.3% |
| 6M | +35.9% | +43.6% | -7.7% | +28.6% |
| YTD | +35.4% | +93.6% | -58.2% | +22.3% |
| 1Y | +9.8% | +98.8% | -89.0% | -1.4% |
| All | -30.0% | +72.1% | -102.0% | -42.9% |
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