+121.4%
BKR vs CVE
+177.3%
-55.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.5% |
| 7D | -6.7% | +1.6% | -8.3% | -7.4% |
| 30D | -8.3% | +11.7% | -20.1% | -13.3% |
| 3M | -5.4% | +18.2% | -23.6% | -13.4% |
| 6M | +0.8% | +48.8% | -48.0% | -18.1% |
| YTD | +31.8% | +99.4% | -67.5% | -7.7% |
| 1Y | +28.6% | +97.9% | -69.3% | -9.9% |
| 3Y | +71.2% | +76.3% | -5.0% | +24.0% |
| 5Y | +179.2% | +344.6% | -165.4% | +26.8% |
| All | +121.4% | +177.3% | -55.8% | -8.1% |
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