+318.3%
BLK vs CVE
+149.3%
+169.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +3.7% | +5.9% | -2.2% | +2.7% |
| 30D | +13.9% | -10.9% | +24.7% | +15.8% |
| 3M | +3.9% | -4.5% | +8.4% | +4.2% |
| 6M | +13.0% | -1.0% | +14.0% | +12.0% |
| YTD | +16.1% | +74.7% | -58.6% | +3.2% |
| 1Y | +16.8% | +65.8% | -49.1% | +4.7% |
| 3Y | +97.7% | +73.2% | +24.5% | +72.6% |
| 5Y | +42.1% | +155.6% | -113.5% | +13.1% |
| All | +318.3% | +149.3% | +169.1% | +178.7% |
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