+68.5%
BMY vs CVE
+136.1%
-67.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.5% | -16.1% | +15.6% | +0.6% |
| 30D | +4.1% | -10.4% | +14.5% | +4.7% |
| 3M | -2.1% | -2.4% | +0.2% | -2.2% |
| 6M | +12.2% | -4.4% | +16.6% | +12.2% |
| YTD | +20.3% | +64.9% | -44.6% | +15.2% |
| 1Y | +39.2% | +66.0% | -26.8% | +33.2% |
| 3Y | +35.6% | +57.7% | -22.1% | +29.0% |
| 5Y | +28.6% | +144.7% | -116.2% | +15.8% |
| All | +68.5% | +136.1% | -67.6% | +36.4% |
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