+210.5%
CVX vs CVE
+159.5%
+51.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +3.3% | +2.5% | +0.8% | +2.3% |
| 30D | +12.9% | +16.7% | -3.9% | +6.2% |
| 3M | +11.7% | +9.3% | +2.5% | +7.5% |
| 6M | +14.1% | +43.6% | -29.5% | -1.4% |
| YTD | +40.7% | +93.6% | -52.9% | +7.5% |
| 1Y | +37.5% | +98.8% | -61.3% | +3.6% |
| 3Y | +43.9% | +73.6% | -29.7% | +11.8% |
| 5Y | +161.5% | +312.5% | -151.0% | +41.6% |
| All | +210.5% | +159.5% | +51.0% | +38.4% |
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