+397.6%
BMY vs CVE
+89.9%
+307.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | +5.0% | +16.7% | -11.7% | +3.5% |
| 3M | +19.4% | +9.3% | +10.1% | +18.2% |
| 6M | +9.5% | +43.6% | -34.1% | +5.5% |
| YTD | +28.1% | +93.6% | -65.5% | +19.7% |
| 1Y | +50.0% | +98.8% | -48.8% | +39.7% |
| 3Y | +24.1% | +73.6% | -49.5% | +15.8% |
| 5Y | +25.0% | +312.5% | -287.5% | +4.0% |
| 10Y | +68.7% | +161.0% | -92.4% | +35.6% |
| All | +397.6% | +89.9% | +307.7% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling