+911.5%
BE vs CVE
+265.2%
+646.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.9% |
| 7D | +20.0% | +2.5% | +17.5% | +18.7% |
| 30D | +7.9% | +16.7% | -8.8% | +0.5% |
| 3M | -13.2% | +9.3% | -22.5% | -17.6% |
| 6M | +53.5% | +43.6% | +9.9% | +29.1% |
| YTD | +191.0% | +93.6% | +97.4% | +115.7% |
| 1Y | +360.5% | +98.8% | +261.8% | +235.4% |
| 3Y | +1,568.0% | +73.6% | +1,494.4% | +1,162.5% |
| 5Y | +1,055.2% | +312.5% | +742.7% | +478.5% |
| All | +911.5% | +265.2% | +646.3% | +258.4% |
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