-21.4%
LYB vs CVE
+68.0%
-89.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | -8.3% | -10.0% | +1.7% | -3.2% |
| 30D | +0.9% | -11.9% | +12.8% | +7.3% |
| 3M | -2.3% | -5.9% | +3.7% | +0.2% |
| 6M | -13.8% | -1.6% | -12.2% | -14.2% |
| YTD | +44.6% | +66.3% | -21.7% | +12.2% |
| 1Y | +50.6% | +57.5% | -6.9% | +19.4% |
| 3Y | -21.4% | +65.4% | -86.8% | -43.6% |
| All | -21.4% | +68.0% | -89.5% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling