+237.8%
BBY vs CVE
+170.0%
+67.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.5% |
| 7D | +8.1% | +0.2% | +7.9% | +8.0% |
| 30D | +8.9% | +17.5% | -8.5% | +5.8% |
| 3M | +22.0% | +16.2% | +5.8% | +18.3% |
| 6M | +37.8% | +47.8% | -9.9% | +26.9% |
| YTD | +37.3% | +98.5% | -61.2% | +19.1% |
| 1Y | +21.6% | +109.8% | -88.2% | +4.0% |
| 3Y | +41.5% | +75.5% | -34.0% | +23.1% |
| 5Y | +1.2% | +341.6% | -340.3% | -27.6% |
| 10Y | +237.8% | +159.8% | +78.0% | +107.3% |
| All | +237.8% | +170.0% | +67.7% | +107.3% |
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