+685.8%
BLK vs CVE
+63.1%
+622.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +5.2% | -10.0% | +15.2% | +7.5% |
| 30D | +12.9% | -11.9% | +24.8% | +15.6% |
| 3M | +8.6% | -5.9% | +14.5% | +9.3% |
| 6M | +13.9% | -1.6% | +15.4% | +12.7% |
| YTD | +16.1% | +66.3% | -50.2% | +1.0% |
| 1Y | +15.3% | +57.5% | -42.2% | +1.5% |
| 3Y | +96.5% | +65.4% | +31.1% | +67.2% |
| 5Y | +43.8% | +144.2% | -100.3% | +7.6% |
| 10Y | +316.8% | +135.5% | +181.2% | +166.4% |
| All | +685.8% | +63.1% | +622.7% | +468.6% |
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