+127.0%
ORLY vs CVE
+317.2%
-190.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -0.7% | +2.5% | -3.2% | -0.7% |
| 30D | -5.9% | +16.7% | -22.7% | -6.3% |
| 3M | -0.6% | +9.3% | -9.8% | -0.9% |
| 6M | -6.8% | +43.6% | -50.4% | -7.8% |
| YTD | -3.6% | +93.6% | -97.2% | -5.5% |
| 1Y | -16.3% | +98.8% | -115.1% | -18.1% |
| 3Y | +39.1% | +73.6% | -34.4% | +36.4% |
| All | +127.0% | +317.2% | -190.2% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling