+134.5%
CVE vs BB
+23.8%
+110.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.4% |
| 7D | -16.1% | +3.8% | -19.9% | -16.8% |
| 30D | -10.4% | -0.3% | -10.0% | -11.0% |
| 3M | -2.4% | -0.5% | -1.9% | -3.6% |
| 6M | -4.4% | +45.9% | -50.3% | -14.3% |
| YTD | +64.9% | +130.6% | -65.7% | +33.2% |
| 1Y | +66.0% | +89.2% | -23.2% | +39.1% |
| 3Y | +57.7% | +137.5% | -79.8% | +17.9% |
| 5Y | +144.7% | -20.9% | +165.6% | +124.4% |
| All | +134.5% | +23.8% | +110.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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