+46.9%
CVX vs CVE
+62.9%
-16.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | +3.4% | +5.9% | -2.5% | +0.8% |
| 30D | -1.0% | -10.9% | +9.9% | +4.0% |
| 3M | +12.2% | -4.5% | +16.7% | +14.2% |
| 6M | +20.3% | -1.0% | +21.3% | +20.0% |
| YTD | +48.3% | +74.7% | -26.4% | +24.2% |
| 1Y | +46.9% | +65.8% | -18.9% | +25.3% |
| All | +46.9% | +62.9% | -16.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling