+89.9%
CVE vs BDX
+339.6%
-249.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +2.5% | -2.5% | +5.0% | +3.5% |
| 30D | +16.7% | +8.3% | +8.5% | +13.1% |
| 3M | +9.3% | +24.4% | -15.1% | -0.6% |
| 6M | +43.6% | +9.2% | +34.4% | +37.1% |
| YTD | +93.6% | +22.7% | +70.9% | +75.3% |
| 1Y | +98.8% | +25.9% | +72.9% | +77.4% |
| 3Y | +73.6% | -10.5% | +84.1% | +76.1% |
| 5Y | +312.5% | +1.9% | +310.6% | +281.7% |
| 10Y | +161.0% | +58.7% | +102.3% | +72.4% |
| All | +89.9% | +339.6% | -249.7% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling