+83.7%
BSX vs CVE
+170.0%
-86.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.3% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -8.8% | +17.5% | -26.3% | -11.2% |
| 3M | -7.6% | +16.2% | -23.8% | -10.2% |
| 6M | -37.0% | +47.8% | -84.7% | -41.2% |
| YTD | -52.8% | +98.5% | -151.3% | -58.2% |
| 1Y | -58.4% | +109.8% | -168.2% | -63.6% |
| 3Y | -16.5% | +75.5% | -92.0% | -26.2% |
| 5Y | -1.2% | +341.6% | -342.7% | -29.2% |
| 10Y | +83.7% | +159.8% | -76.0% | +13.3% |
| All | +83.7% | +170.0% | -86.3% | +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