+162.6%
CVX vs CVE
+317.2%
-154.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | +3.3% | +2.5% | +0.8% | +2.2% |
| 30D | +12.9% | +16.7% | -3.9% | +5.3% |
| 3M | +11.7% | +9.3% | +2.5% | +6.9% |
| 6M | +14.1% | +43.6% | -29.5% | -3.3% |
| YTD | +40.7% | +93.6% | -52.9% | +3.8% |
| 1Y | +37.5% | +98.8% | -61.3% | -0.2% |
| 3Y | +43.9% | +73.6% | -29.7% | +7.8% |
| All | +162.6% | +317.2% | -154.6% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling