+112.3%
ORLY vs CVE
+142.8%
-30.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +2.0% | -16.1% | +18.1% | +2.3% |
| 30D | +6.2% | -10.4% | +16.6% | +6.4% |
| 3M | -3.7% | -2.4% | -1.4% | -3.8% |
| 6M | -5.2% | -4.4% | -0.7% | -5.3% |
| YTD | -1.4% | +64.9% | -66.4% | -3.1% |
| 1Y | -5.4% | +66.0% | -71.4% | -7.0% |
| 3Y | +41.0% | +57.7% | -16.6% | +38.2% |
| All | +112.3% | +142.8% | -30.5% | +94.9% |
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