+681.0%
BLK vs CVE
+62.6%
+618.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +4.1% | -10.1% | +14.1% | +6.3% |
| 30D | +12.2% | -12.1% | +24.3% | +15.0% |
| 3M | +7.4% | -1.9% | +9.3% | +7.1% |
| 6M | +13.2% | -1.8% | +15.0% | +12.1% |
| YTD | +15.4% | +65.8% | -50.4% | +0.5% |
| 1Y | +14.6% | +60.8% | -46.2% | +0.5% |
| 3Y | +99.2% | +70.1% | +29.1% | +68.4% |
| 5Y | +41.9% | +134.8% | -92.9% | +7.1% |
| 10Y | +326.3% | +130.1% | +196.2% | +174.6% |
| All | +681.0% | +62.6% | +618.4% | +465.5% |
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 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