+406.5%
BNY vs CVE
+177.3%
+229.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +1.4% | +11.7% | -10.3% | -1.0% |
| 3M | +16.8% | +18.2% | -1.4% | +12.4% |
| 6M | +42.0% | +48.8% | -6.8% | +29.5% |
| YTD | +41.9% | +99.4% | -57.5% | +21.3% |
| 1Y | +59.2% | +97.9% | -38.7% | +35.9% |
| 3Y | +290.9% | +76.3% | +214.7% | +234.9% |
| 5Y | +259.0% | +344.6% | -85.6% | +145.4% |
| All | +406.5% | +177.3% | +229.2% | +197.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling