+105.9%
BP vs CVE
+148.3%
-42.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -0.6% |
| 7D | -11.2% | -14.1% | +2.8% | -4.0% |
| 30D | -0.7% | -11.6% | +10.9% | +5.8% |
| 3M | +9.8% | 0.0% | +9.8% | +9.6% |
| 6M | -1.6% | -8.4% | +6.8% | +2.6% |
| YTD | +33.5% | +65.9% | -32.4% | +2.5% |
| 1Y | +31.7% | +69.4% | -37.7% | 0.0% |
| 3Y | +45.1% | +55.9% | -10.8% | +11.4% |
| 5Y | +105.9% | +146.2% | -40.2% | +19.6% |
| All | +105.9% | +148.3% | -42.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling