+196.2%
BKR vs CVE
+89.9%
+106.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +0.4% |
| 30D | +3.3% | +16.7% | -13.4% | -4.7% |
| 3M | -3.6% | +9.3% | -12.9% | -8.6% |
| 6M | +5.0% | +43.6% | -38.6% | -14.2% |
| YTD | +40.9% | +93.6% | -52.6% | -2.0% |
| 1Y | +39.2% | +98.8% | -59.5% | -4.7% |
| 3Y | +83.7% | +73.6% | +10.1% | +31.4% |
| 5Y | +207.5% | +312.5% | -104.9% | +35.9% |
| 10Y | +136.3% | +161.0% | -24.7% | +1.6% |
| All | +196.2% | +89.9% | +106.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling