+36.7%
LYB vs CVE
+147.6%
-111.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | +3.7% | +4.6% | -1.0% | +2.0% |
| 30D | +6.4% | -12.0% | +18.5% | +11.3% |
| 3M | +2.8% | -3.8% | +6.6% | +4.0% |
| 6M | -12.2% | -2.7% | -9.5% | -11.8% |
| YTD | +52.4% | +73.6% | -21.2% | +25.0% |
| 1Y | +56.8% | +62.0% | -5.2% | +31.4% |
| 3Y | -17.2% | +72.7% | -89.9% | -33.5% |
| 5Y | -5.6% | +153.9% | -159.6% | -36.4% |
| All | +36.7% | +147.6% | -111.0% | -26.7% |
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