+630.9%
LYB vs CVE
+63.2%
+567.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -0.2% | +2.5% | -2.7% | -1.3% |
| 30D | +8.7% | +16.7% | -8.0% | +2.0% |
| 3M | -3.0% | +9.3% | -12.3% | -6.7% |
| 6M | +4.7% | +43.6% | -38.9% | -9.6% |
| YTD | +51.6% | +93.6% | -42.0% | +15.9% |
| 1Y | +24.4% | +98.8% | -74.4% | -6.5% |
| 3Y | -23.5% | +73.6% | -97.1% | -40.7% |
| 5Y | -6.5% | +312.5% | -319.0% | -52.1% |
| 10Y | +40.5% | +161.0% | -120.6% | -30.2% |
| All | +630.9% | +63.2% | +567.6% | +369.8% |
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