+57.5%
BMY vs CVE
+136.7%
-79.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.4% | -10.1% | +8.7% | -0.7% |
| 30D | +5.1% | -12.1% | +17.2% | +5.9% |
| 3M | -3.0% | -1.9% | -1.1% | -3.1% |
| 6M | +13.1% | -1.8% | +14.9% | +12.8% |
| YTD | +20.3% | +65.8% | -45.5% | +15.2% |
| 1Y | +39.0% | +60.8% | -21.8% | +33.4% |
| 3Y | +42.0% | +70.1% | -28.1% | +34.4% |
| 5Y | +28.5% | +134.8% | -106.2% | +16.3% |
| 10Y | +57.5% | +130.1% | -72.6% | +25.8% |
| All | +57.5% | +136.7% | -79.2% | +25.8% |
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