+278.5%
BLK vs CVE
+167.0%
+111.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | +2.0% | -4.7% | -3.0% |
| 30D | -4.8% | +13.2% | -18.0% | -6.9% |
| 3M | +6.5% | +21.7% | -15.2% | +2.5% |
| 6M | +13.1% | +48.4% | -35.2% | +4.5% |
| YTD | +1.8% | +100.1% | -98.3% | -11.2% |
| 1Y | -1.0% | +107.8% | -108.8% | -14.4% |
| 3Y | +66.0% | +76.9% | -10.9% | +44.8% |
| 5Y | +31.2% | +346.2% | -315.0% | -4.8% |
| 10Y | +278.5% | +173.5% | +105.0% | +148.5% |
| All | +278.5% | +167.0% | +111.6% | +148.5% |
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 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