+174.3%
BKNG vs CVE
+149.3%
+25.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.7% | +5.9% | -6.6% | -1.8% |
| 30D | -0.7% | -10.9% | +10.2% | +1.2% |
| 3M | -25.0% | -4.5% | -20.5% | -24.9% |
| 6M | +3.4% | -1.0% | +4.4% | +1.9% |
| YTD | -25.0% | +74.7% | -99.7% | -35.6% |
| 1Y | -20.7% | +65.8% | -86.5% | -31.2% |
| 3Y | +30.9% | +73.2% | -42.3% | +9.6% |
| 5Y | +66.6% | +155.6% | -89.0% | +23.2% |
| All | +174.3% | +149.3% | +25.0% | +49.6% |
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