-0.7%
LYB vs CVE
+350.0%
-350.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.9% |
| 30D | +4.0% | +13.2% | -9.2% | -1.3% |
| 3M | +2.4% | +21.7% | -19.3% | -5.8% |
| 6M | -1.4% | +48.4% | -49.8% | -15.9% |
| YTD | +53.9% | +100.1% | -46.2% | +16.9% |
| 1Y | +26.1% | +107.8% | -81.8% | -6.1% |
| 3Y | -21.0% | +76.9% | -97.9% | -39.9% |
| 5Y | -0.7% | +346.2% | -347.0% | -44.9% |
| All | -0.7% | +350.0% | -350.7% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling