+142.2%
BP vs CVE
+149.3%
-7.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +3.8% | +5.9% | -2.1% | +1.2% |
| 30D | -5.3% | -10.9% | +5.6% | -0.6% |
| 3M | +9.3% | -4.5% | +13.8% | +11.3% |
| 6M | +7.2% | -1.0% | +8.2% | +7.5% |
| YTD | +38.0% | +74.7% | -36.7% | +8.4% |
| 1Y | +33.2% | +65.8% | -32.6% | +6.9% |
| 3Y | +50.3% | +73.2% | -22.9% | +15.9% |
| 5Y | +114.1% | +155.6% | -41.5% | +37.0% |
| All | +142.2% | +149.3% | -7.1% | +13.3% |
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 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