-6.3%
ORLY vs CVE
+62.9%
-69.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +2.6% | +5.9% | -3.4% | +2.7% |
| 30D | +6.3% | -10.9% | +17.2% | +6.1% |
| 3M | -0.4% | -4.5% | +4.1% | -0.7% |
| 6M | +2.8% | -1.0% | +3.7% | +2.2% |
| YTD | +1.1% | +74.7% | -73.7% | -4.9% |
| 1Y | -6.3% | +65.8% | -72.1% | -12.0% |
| All | -6.3% | +62.9% | -69.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling