+56.4%
BKR vs CVE
+144.4%
-88.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.8% | +2.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -11.6% | -10.8% | -0.8% | -6.8% |
| 3M | -23.4% | -4.3% | -19.1% | -22.3% |
| 6M | -22.9% | -1.5% | -21.4% | -23.4% |
| YTD | +10.2% | +70.7% | -60.5% | -17.3% |
| 1Y | +2.5% | +58.1% | -55.6% | -20.2% |
| 3Y | +53.1% | +69.8% | -16.7% | +12.4% |
| 5Y | +127.1% | +148.9% | -21.8% | +35.2% |
| 10Y | +56.4% | +143.5% | -87.2% | -30.4% |
| All | +56.4% | +144.4% | -88.0% | -30.4% |
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