+339.5%
BBY vs CVE
+67.5%
+272.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.5% |
| 7D | +3.7% | +0.1% | +3.7% | +3.7% |
| 30D | +20.9% | -10.8% | +31.7% | +23.0% |
| 3M | +27.6% | -4.3% | +31.9% | +28.0% |
| 6M | +86.9% | -1.5% | +88.3% | +85.1% |
| YTD | +63.3% | +70.7% | -7.4% | +43.5% |
| 1Y | +42.6% | +58.1% | -15.5% | +27.0% |
| 3Y | +89.8% | +69.8% | +19.9% | +64.1% |
| 5Y | -0.1% | +148.9% | -149.0% | -22.7% |
| 10Y | +294.3% | +143.5% | +150.7% | +159.8% |
| All | +339.5% | +67.5% | +272.0% | +192.4% |
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