+46.5%
BKNG vs CVE
+75.1%
-28.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.3% | -6.7% |
| 7D | -7.9% | +0.2% | -8.0% | -7.9% |
| 30D | -15.9% | +17.5% | -33.4% | -16.0% |
| 3M | +11.1% | +16.2% | -5.1% | +11.1% |
| 6M | -0.7% | +47.8% | -48.4% | -3.4% |
| YTD | -15.4% | +98.5% | -113.9% | -20.8% |
| 1Y | -18.5% | +109.8% | -128.3% | -24.6% |
| 3Y | +46.5% | +75.5% | -29.0% | +30.5% |
| All | +46.5% | +75.1% | -28.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling