+2,043.2%
LLY vs CVE
+136.1%
+1,907.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.5% | -16.1% | +11.6% | -3.5% |
| 30D | +13.9% | -10.4% | +24.3% | +14.6% |
| 3M | +13.8% | -2.4% | +16.1% | +13.7% |
| 6M | +37.6% | -4.4% | +42.0% | +37.6% |
| YTD | +26.6% | +64.9% | -38.3% | +21.7% |
| 1Y | +45.3% | +66.0% | -20.7% | +39.5% |
| 3Y | +132.2% | +57.7% | +74.6% | +121.7% |
| 5Y | +434.7% | +144.7% | +289.9% | +389.4% |
| All | +2,043.2% | +136.1% | +1,907.1% | +1,745.6% |
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