-55.4%
BSX vs CVE
+99.6%
-155.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +2.0% | +2.5% | -0.5% | +2.1% |
| 30D | +0.1% | +16.7% | -16.6% | +0.5% |
| 3M | -2.1% | +9.3% | -11.4% | -2.2% |
| 6M | -33.8% | +43.6% | -77.4% | -31.9% |
| YTD | -49.9% | +93.6% | -143.5% | -46.8% |
| 1Y | -55.4% | +98.8% | -154.2% | -52.3% |
| All | -55.4% | +99.6% | -155.1% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling