+273.3%
BBY vs CVE
+89.9%
+183.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.4% |
| 7D | +9.5% | +2.5% | +7.0% | +8.9% |
| 30D | +6.8% | +16.7% | -9.9% | +3.5% |
| 3M | +28.9% | +9.3% | +19.6% | +26.0% |
| 6M | +37.8% | +43.6% | -5.8% | +26.6% |
| YTD | +38.7% | +93.6% | -54.8% | +19.5% |
| 1Y | +23.7% | +98.8% | -75.1% | +5.6% |
| 3Y | +39.1% | +73.6% | -34.5% | +20.2% |
| 5Y | -0.4% | +312.5% | -312.9% | -30.3% |
| 10Y | +234.0% | +161.0% | +73.0% | +118.0% |
| All | +273.3% | +89.9% | +183.4% | +143.7% |
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 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