+40.2%
BBY vs CVE
+61.2%
-21.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.3% |
| 7D | +4.0% | +4.6% | -0.6% | +4.9% |
| 30D | +17.6% | -12.0% | +29.6% | +15.3% |
| 3M | +25.9% | -3.8% | +29.7% | +25.1% |
| 6M | +85.1% | -2.7% | +87.8% | +85.3% |
| YTD | +60.6% | +73.6% | -13.0% | +60.8% |
| 1Y | +40.2% | +62.0% | -21.9% | +38.6% |
| All | +40.2% | +61.2% | -21.1% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling