+122.1%
BP vs CVE
+159.5%
-37.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +3.9% | +2.5% | +1.4% | +2.9% |
| 30D | +7.6% | +16.7% | -9.1% | +0.6% |
| 3M | +0.7% | +9.3% | -8.6% | -3.2% |
| 6M | +15.5% | +43.6% | -28.1% | -1.2% |
| YTD | +30.8% | +93.6% | -62.8% | -1.6% |
| 1Y | +34.3% | +98.8% | -64.4% | -0.3% |
| 3Y | +35.1% | +73.6% | -38.5% | +3.9% |
| 5Y | +126.8% | +312.5% | -185.6% | +19.6% |
| All | +122.1% | +159.5% | -37.3% | +2.1% |
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