+84.3%
BKR vs CVE
+75.1%
+9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | -0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +3.9% | +17.5% | -13.6% | -4.3% |
| 3M | -1.1% | +16.2% | -17.3% | -9.0% |
| 6M | +7.6% | +47.8% | -40.1% | -13.3% |
| YTD | +41.9% | +98.5% | -56.6% | -3.2% |
| 1Y | +42.2% | +109.8% | -67.5% | -6.2% |
| 3Y | +84.3% | +75.5% | +8.8% | +30.9% |
| All | +84.3% | +75.1% | +9.1% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling