+48.3%
LLY vs CVE
+68.4%
-20.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.9% |
| 7D | -0.7% | -14.1% | +13.4% | -1.7% |
| 30D | +17.9% | -11.6% | +29.5% | +16.9% |
| 3M | +16.8% | 0.0% | +16.8% | +16.6% |
| 6M | +38.4% | -8.4% | +46.8% | +37.3% |
| YTD | +27.6% | +65.9% | -38.3% | +28.8% |
| 1Y | +48.3% | +69.4% | -21.1% | +51.6% |
| All | +48.3% | +68.4% | -20.1% | +51.6% |
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 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