+130.2%
BP vs CVE
+136.1%
-5.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -11.6% | -16.1% | +4.5% | -4.7% |
| 30D | 0.0% | -10.4% | +10.4% | +4.9% |
| 3M | +6.7% | -2.4% | +9.1% | +7.7% |
| 6M | +2.2% | -4.4% | +6.6% | +4.0% |
| YTD | +33.0% | +64.9% | -32.0% | +7.1% |
| 1Y | +30.7% | +66.0% | -35.3% | +4.9% |
| 3Y | +44.2% | +57.7% | -13.5% | +15.7% |
| 5Y | +105.1% | +144.7% | -39.6% | +33.8% |
| All | +130.2% | +136.1% | -5.9% | +10.1% |
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