-63.7%
BAX vs CVE
+148.3%
-212.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | -6.1% | 0.0% | -6.2% | -6.6% |
| 6M | +53.3% | -8.4% | +61.7% | +53.4% |
| YTD | +34.4% | +65.9% | -31.5% | +26.1% |
| 1Y | +43.2% | +69.4% | -26.2% | +34.0% |
| 3Y | -20.1% | +55.9% | -76.1% | -26.9% |
| 5Y | -63.7% | +146.2% | -209.9% | -67.7% |
| All | -63.7% | +148.3% | -212.1% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling