+203.4%
CVX vs CVE
+136.1%
+67.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -9.7% | -16.1% | +6.4% | -3.3% |
| 30D | +3.6% | -10.4% | +14.0% | +8.1% |
| 3M | +13.3% | -2.4% | +15.7% | +14.2% |
| 6M | +16.9% | -4.4% | +21.3% | +18.4% |
| YTD | +43.4% | +64.9% | -21.6% | +16.4% |
| 1Y | +44.5% | +66.0% | -21.5% | +16.8% |
| 3Y | +64.0% | +57.7% | +6.3% | +32.0% |
| 5Y | +126.4% | +144.7% | -18.3% | +49.4% |
| All | +203.4% | +136.1% | +67.2% | +42.6% |
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