+164.6%
BKNG vs CVE
+138.0%
+26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | +2.3% | -10.0% | +12.3% | +4.2% |
| 30D | -0.7% | -11.9% | +11.2% | +1.4% |
| 3M | -25.0% | -5.9% | -19.1% | -24.7% |
| 6M | -3.5% | -1.6% | -2.0% | -4.9% |
| YTD | -25.1% | +66.3% | -91.4% | -35.1% |
| 1Y | -19.0% | +57.5% | -76.5% | -29.0% |
| 3Y | +32.6% | +65.4% | -32.8% | +12.0% |
| 5Y | +58.6% | +144.2% | -85.6% | +18.4% |
| All | +164.6% | +138.0% | +26.5% | +45.3% |
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