+39.0%
BKNG vs CVE
+67.9%
-28.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.8% |
| 7D | +6.3% | -10.1% | +16.4% | +6.0% |
| 30D | +2.0% | -12.1% | +14.1% | +1.6% |
| 3M | -23.6% | -1.9% | -21.7% | -24.0% |
| 6M | -1.0% | -1.8% | +0.9% | -1.7% |
| YTD | -23.1% | +65.8% | -88.9% | -28.9% |
| 1Y | -16.5% | +60.8% | -77.3% | -22.5% |
| 3Y | +39.0% | +70.1% | -31.1% | +24.4% |
| All | +39.0% | +67.9% | -28.9% | +24.4% |
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