+66.9%
BMY vs CVE
+159.5%
-92.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | +5.0% | +16.7% | -11.7% | +3.8% |
| 3M | +19.4% | +9.3% | +10.1% | +18.5% |
| 6M | +9.5% | +43.6% | -34.1% | +6.4% |
| YTD | +28.1% | +93.6% | -65.5% | +21.5% |
| 1Y | +50.0% | +98.8% | -48.8% | +41.8% |
| 3Y | +24.1% | +73.6% | -49.5% | +17.5% |
| 5Y | +25.0% | +312.5% | -287.5% | +8.0% |
| All | +66.9% | +159.5% | -92.6% | +34.6% |
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 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