+16.8%
BLK vs CVE
+62.9%
-46.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.6% |
| 7D | +3.7% | +5.9% | -2.2% | +4.4% |
| 30D | +13.9% | -10.9% | +24.7% | +12.5% |
| 3M | +3.9% | -4.5% | +8.4% | +3.4% |
| 6M | +13.0% | -1.0% | +14.0% | +13.2% |
| YTD | +16.1% | +74.7% | -58.6% | +9.7% |
| 1Y | +16.8% | +65.8% | -49.1% | +11.7% |
| All | +16.8% | +62.9% | -46.1% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling