+30.5%
BMY vs CVE
+144.2%
-113.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.8% | -10.0% | +11.8% | +2.1% |
| 30D | +6.2% | -11.9% | +18.1% | +6.6% |
| 3M | -2.1% | -5.9% | +3.8% | -2.1% |
| 6M | +14.3% | -1.6% | +15.8% | +14.0% |
| YTD | +21.6% | +66.3% | -44.7% | +18.5% |
| 1Y | +38.8% | +57.5% | -18.7% | +35.5% |
| 3Y | +42.9% | +65.4% | -22.5% | +37.9% |
| All | +30.5% | +144.2% | -113.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling