+423.9%
ORLY vs CVE
+147.6%
+276.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +0.1% | +4.6% | -4.6% | -0.3% |
| 30D | +6.4% | -12.0% | +18.4% | +7.4% |
| 3M | -0.5% | -3.8% | +3.3% | -0.4% |
| 6M | -0.3% | -2.7% | +2.4% | -0.5% |
| YTD | +0.4% | +73.6% | -73.2% | -5.0% |
| 1Y | -6.7% | +62.0% | -68.7% | -11.2% |
| 3Y | +39.3% | +72.7% | -33.5% | +30.3% |
| 5Y | +111.6% | +153.9% | -42.3% | +85.5% |
| All | +423.9% | +147.6% | +276.3% | +285.8% |
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 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