+61.8%
CVE vs BDX
+407.2%
-345.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -16.1% | +7.1% | -23.2% | -18.5% |
| 30D | -10.4% | +17.6% | -28.0% | -16.2% |
| 3M | -2.4% | +20.4% | -22.7% | -9.7% |
| 6M | -4.4% | +48.3% | -52.7% | -19.6% |
| YTD | +64.9% | +41.6% | +23.4% | +40.5% |
| 1Y | +66.0% | +55.7% | +10.3% | +35.5% |
| 3Y | +57.7% | +10.6% | +47.0% | +45.6% |
| 5Y | +144.7% | +24.0% | +120.7% | +107.6% |
| 10Y | +139.2% | +84.8% | +54.4% | +48.0% |
| All | +61.8% | +407.2% | -345.4% | -59.8% |
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