+22.4%
BAX vs CVE
+67.4%
-45.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.6% | +4.8% |
| 7D | +4.1% | -12.1% | +16.2% | +5.4% |
| 30D | +9.4% | -9.8% | +19.2% | +10.4% |
| 3M | -6.5% | -0.7% | -5.8% | -6.8% |
| 6M | +59.6% | -4.3% | +63.9% | +59.3% |
| YTD | +38.9% | +70.6% | -31.7% | +29.0% |
| 1Y | +48.0% | +73.2% | -25.2% | +37.2% |
| 3Y | -17.5% | +60.3% | -77.8% | -23.9% |
| 5Y | -62.7% | +159.3% | -222.0% | -68.3% |
| 10Y | -34.2% | +147.4% | -181.7% | -48.1% |
| All | +22.4% | +67.4% | -45.0% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling