+37.8%
LYB vs CVE
+149.3%
-111.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +6.1% | +5.9% | +0.2% | +3.9% |
| 30D | +5.3% | -10.9% | +16.2% | +9.6% |
| 3M | +4.3% | -4.5% | +8.8% | +5.8% |
| 6M | -10.8% | -1.0% | -9.8% | -10.9% |
| YTD | +53.8% | +74.7% | -21.0% | +25.8% |
| 1Y | +50.5% | +65.8% | -15.4% | +25.1% |
| 3Y | -16.4% | +73.2% | -89.6% | -32.9% |
| 5Y | -4.8% | +155.6% | -160.4% | -36.0% |
| All | +37.8% | +149.3% | -111.4% | -26.2% |
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