+322.0%
BNY vs CVE
+144.4%
+177.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +7.4% | -10.8% | +18.2% | +9.6% |
| 3M | -4.3% | -4.3% | 0.0% | -3.9% |
| 6M | +16.2% | -1.5% | +17.7% | +15.4% |
| YTD | +33.9% | +70.7% | -36.9% | +17.6% |
| 1Y | +39.7% | +58.1% | -18.4% | +24.6% |
| 3Y | +258.0% | +69.8% | +188.1% | +208.0% |
| 5Y | +191.4% | +148.9% | +42.4% | +124.0% |
| 10Y | +322.0% | +143.5% | +178.5% | +152.9% |
| All | +322.0% | +144.4% | +177.6% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling