+794.8%
BNY vs CVE
+89.9%
+704.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +1.4% | +2.5% | -1.1% | +0.8% |
| 30D | +3.8% | +16.7% | -12.9% | -0.1% |
| 3M | +14.9% | +9.3% | +5.6% | +11.8% |
| 6M | +40.3% | +43.6% | -3.3% | +27.2% |
| YTD | +43.9% | +93.6% | -49.7% | +20.8% |
| 1Y | +59.0% | +98.8% | -39.7% | +32.2% |
| 3Y | +290.7% | +73.6% | +217.1% | +227.7% |
| 5Y | +250.4% | +312.5% | -62.1% | +127.3% |
| 10Y | +411.2% | +161.0% | +250.1% | +208.9% |
| All | +794.8% | +89.9% | +704.8% | +488.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling