+122.0%
CVX vs CVE
+135.1%
-13.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -7.5% | -10.1% | +2.6% | -3.0% |
| 30D | -0.6% | -12.1% | +11.5% | +5.2% |
| 3M | +14.0% | -1.9% | +15.8% | +14.6% |
| 6M | +18.1% | -1.8% | +20.0% | +18.3% |
| YTD | +42.2% | +65.8% | -23.6% | +11.8% |
| 1Y | +41.3% | +60.8% | -19.5% | +12.5% |
| 3Y | +68.3% | +70.1% | -1.8% | +26.6% |
| 5Y | +122.0% | +134.8% | -12.7% | +44.0% |
| All | +122.0% | +135.1% | -13.1% | +44.0% |
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