+794.0%
BNY vs CVE
+89.9%
+704.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | +93.6% | -49.8% | +20.7% |
| 1Y | +58.9% | +98.8% | -39.9% | +32.0% |
| 3Y | +290.4% | +73.6% | +216.8% | +227.5% |
| 5Y | +250.1% | +312.5% | -62.4% | +127.1% |
| 10Y | +410.7% | +161.0% | +249.7% | +208.7% |
| All | +794.0% | +89.9% | +704.1% | +488.3% |
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