+213.2%
BKNG vs CVE
+167.0%
+46.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.0% |
| 7D | -13.1% | +2.0% | -15.1% | -13.5% |
| 30D | -18.5% | +13.2% | -31.7% | -20.7% |
| 3M | +5.8% | +21.7% | -15.9% | +0.7% |
| 6M | -2.1% | +48.4% | -50.5% | -11.5% |
| YTD | -18.6% | +100.1% | -118.8% | -31.6% |
| 1Y | -21.7% | +107.8% | -129.5% | -34.9% |
| 3Y | +40.9% | +76.9% | -36.0% | +18.3% |
| 5Y | +91.0% | +346.2% | -255.3% | +25.5% |
| 10Y | +213.2% | +173.5% | +39.6% | +69.6% |
| All | +213.2% | +167.0% | +46.2% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling