+47.7%
LYB vs CVE
+177.3%
-129.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | +1.6% | -2.4% | -1.3% |
| 30D | +1.5% | +11.7% | -10.2% | -2.5% |
| 3M | -0.3% | +18.2% | -18.5% | -6.3% |
| 6M | +0.1% | +48.8% | -48.8% | -13.2% |
| YTD | +53.4% | +99.4% | -45.9% | +20.0% |
| 1Y | +25.6% | +97.9% | -72.2% | -1.9% |
| 3Y | -21.3% | +76.3% | -97.6% | -37.4% |
| 5Y | -2.4% | +344.6% | -347.1% | -46.0% |
| All | +47.7% | +177.3% | -129.6% | -23.6% |
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