+356.9%
ORLY vs CVE
+170.0%
+186.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.5% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -8.2% | +17.5% | -25.7% | -9.4% |
| 3M | -3.5% | +16.2% | -19.7% | -4.9% |
| 6M | -9.2% | +47.8% | -57.0% | -12.5% |
| YTD | -5.8% | +98.5% | -104.3% | -11.6% |
| 1Y | -19.3% | +109.8% | -129.0% | -24.7% |
| 3Y | +34.4% | +75.5% | -41.0% | +26.0% |
| 5Y | +117.8% | +341.6% | -223.7% | +80.8% |
| 10Y | +356.9% | +159.8% | +197.2% | +225.3% |
| All | +356.9% | +170.0% | +186.9% | +225.3% |
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