+24.9%
BIL vs CVE
+89.9%
-65.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | +16.7% | -16.4% | +0.3% |
| 3M | +0.9% | +9.3% | -8.3% | +0.9% |
| 6M | +1.8% | +43.6% | -41.8% | +1.8% |
| YTD | +2.4% | +93.6% | -91.1% | +2.5% |
| 1Y | +3.7% | +98.8% | -95.0% | +3.7% |
| 3Y | +14.2% | +73.6% | -59.4% | +14.2% |
| 5Y | +19.4% | +312.5% | -293.1% | +19.4% |
| 10Y | +25.2% | +161.0% | -135.8% | +25.2% |
| All | +24.9% | +89.9% | -65.0% | +25.0% |
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