+85.4%
BP vs CVE
+67.4%
+18.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.6% | +3.5% | -0.8% |
| 7D | -8.4% | -12.1% | +3.7% | -3.1% |
| 30D | +2.2% | -9.8% | +12.0% | +6.9% |
| 3M | +8.8% | -0.7% | +9.5% | +9.0% |
| 6M | -0.5% | -4.3% | +3.8% | +1.2% |
| YTD | +36.2% | +70.6% | -34.4% | +7.6% |
| 1Y | +36.6% | +73.2% | -36.6% | +7.2% |
| 3Y | +48.1% | +60.3% | -12.2% | +17.4% |
| 5Y | +114.3% | +159.3% | -45.0% | +34.5% |
| 10Y | +139.2% | +147.4% | -8.2% | +18.1% |
| All | +85.4% | +67.4% | +18.0% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling