+620.1%
LYB vs CVE
+44.0%
+576.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +5.3% | -10.8% | +16.2% | +10.1% |
| 3M | -1.2% | -4.3% | +3.2% | +0.3% |
| 6M | -13.1% | -1.5% | -11.7% | -13.2% |
| YTD | +49.3% | +70.7% | -21.4% | +19.8% |
| 1Y | +51.8% | +58.1% | -6.3% | +25.3% |
| 3Y | -18.9% | +69.8% | -88.7% | -36.5% |
| 5Y | -6.9% | +148.9% | -155.8% | -41.1% |
| 10Y | +34.2% | +143.5% | -109.3% | -31.7% |
| All | +620.1% | +44.0% | +576.1% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling