+127.7%
BP vs CVE
+136.7%
-9.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -6.9% | -10.1% | +3.2% | -2.6% |
| 30D | -3.6% | -12.1% | +8.5% | +1.9% |
| 3M | +8.4% | -1.9% | +10.3% | +9.2% |
| 6M | +5.3% | -1.8% | +7.2% | +6.0% |
| YTD | +33.2% | +65.8% | -32.6% | +7.0% |
| 1Y | +28.2% | +60.8% | -32.7% | +4.3% |
| 3Y | +49.2% | +70.1% | -20.9% | +16.1% |
| 5Y | +102.9% | +134.8% | -31.9% | +34.5% |
| 10Y | +127.7% | +130.1% | -2.4% | +9.8% |
| All | +127.7% | +136.7% | -9.0% | +9.8% |
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 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