+2,257.9%
BKNG vs CVE
+89.9%
+2,168.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -6.0% | +2.5% | -8.5% | -6.6% |
| 30D | -6.6% | +16.7% | -23.4% | -10.1% |
| 3M | +15.7% | +9.3% | +6.4% | +12.2% |
| 6M | +14.1% | +43.6% | -29.4% | +2.8% |
| YTD | -9.3% | +93.6% | -102.9% | -24.6% |
| 1Y | -12.8% | +98.8% | -111.5% | -28.3% |
| 3Y | +58.4% | +73.6% | -15.2% | +31.0% |
| 5Y | +114.1% | +312.5% | -198.3% | +36.5% |
| 10Y | +246.8% | +161.0% | +85.8% | +103.8% |
| All | +2,257.9% | +89.9% | +2,168.0% | +1,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling