+274.5%
BBY vs CVE
+132.7%
+141.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | +10.9% | -10.0% | +20.9% | +12.8% |
| 30D | +19.6% | -11.9% | +31.5% | +21.8% |
| 3M | +27.6% | -5.9% | +33.6% | +28.3% |
| 6M | +79.4% | -1.6% | +81.0% | +77.8% |
| YTD | +61.7% | +66.3% | -4.6% | +43.8% |
| 1Y | +40.3% | +57.5% | -17.2% | +25.9% |
| 3Y | +87.9% | +65.4% | +22.5% | +64.4% |
| 5Y | +0.2% | +144.2% | -144.0% | -20.7% |
| 10Y | +274.5% | +135.5% | +139.0% | +140.6% |
| All | +274.5% | +132.7% | +141.8% | +140.6% |
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 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