+27.3%
BMY vs CVE
+142.8%
-115.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -0.5% | -16.1% | +15.6% | 0.0% |
| 30D | +4.1% | -10.4% | +14.5% | +4.3% |
| 3M | -3.1% | -2.4% | -0.8% | -3.3% |
| 6M | +11.0% | -4.4% | +15.5% | +10.9% |
| YTD | +19.1% | +64.9% | -45.9% | +16.1% |
| 1Y | +37.8% | +66.0% | -28.3% | +34.2% |
| 3Y | +34.2% | +57.7% | -23.5% | +29.7% |
| All | +27.3% | +142.8% | -115.5% | +20.4% |
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 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