+162.3%
CVE vs BB
-0.4%
+162.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -5.6% | +8.1% | +3.6% |
| 30D | +16.7% | -11.8% | +28.5% | +19.2% |
| 3M | +9.3% | -25.5% | +34.8% | +13.9% |
| 6M | +43.6% | +121.3% | -77.7% | +18.1% |
| YTD | +93.6% | +103.2% | -9.6% | +61.7% |
| 1Y | +98.8% | +102.6% | -3.9% | +64.6% |
| 3Y | +73.6% | +37.5% | +36.1% | +46.1% |
| 5Y | +312.5% | -30.4% | +342.9% | +289.1% |
| All | +162.3% | -0.4% | +162.7% | +39.4% |
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