+1,859.1%
BKNG vs CVE
+67.5%
+1,791.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | 0.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | +1.1% | -10.8% | +12.0% | +3.2% |
| 3M | -24.6% | -4.3% | -20.2% | -24.5% |
| 6M | +2.0% | -1.5% | +3.5% | +0.4% |
| YTD | -24.7% | +70.7% | -95.4% | -36.0% |
| 1Y | -20.0% | +58.1% | -78.1% | -30.8% |
| 3Y | +33.4% | +69.8% | -36.5% | +10.1% |
| 5Y | +65.4% | +148.9% | -83.5% | +19.1% |
| 10Y | +166.1% | +143.5% | +22.6% | +57.6% |
| All | +1,859.1% | +67.5% | +1,791.6% | +1,092.8% |
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