+130.1%
CVE vs BDX
+84.6%
+45.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -10.1% | +8.4% | -18.5% | -12.1% |
| 30D | -12.1% | +17.1% | -29.2% | -16.0% |
| 3M | -1.9% | +22.4% | -24.3% | -7.5% |
| 6M | -1.8% | +45.9% | -47.8% | -12.5% |
| YTD | +65.8% | +43.8% | +22.0% | +47.6% |
| 1Y | +60.8% | +57.8% | +3.0% | +38.9% |
| 3Y | +70.1% | +25.4% | +44.7% | +55.2% |
| 5Y | +134.8% | +26.0% | +108.8% | +108.9% |
| 10Y | +130.1% | +88.0% | +42.1% | +99.0% |
| All | +130.1% | +84.6% | +45.5% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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