+33.8%
BLK vs CVE
+327.8%
-294.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -3.1% | +17.5% | -20.6% | -5.9% |
| 3M | +10.7% | +16.2% | -5.5% | +7.3% |
| 6M | +15.9% | +47.8% | -31.9% | +6.3% |
| YTD | +4.0% | +98.5% | -94.5% | -10.7% |
| 1Y | +1.3% | +109.8% | -108.5% | -14.3% |
| 3Y | +69.6% | +75.5% | -5.9% | +44.4% |
| 5Y | +33.8% | +341.6% | -307.8% | -11.2% |
| All | +33.8% | +327.8% | -294.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling