+137.2%
CVE vs BB
+28.0%
+109.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -10.0% | +11.6% | -21.6% | -12.0% |
| 30D | -11.9% | +2.6% | -14.4% | -12.9% |
| 3M | -5.9% | +3.5% | -9.5% | -7.8% |
| 6M | -1.6% | +43.5% | -45.0% | -11.4% |
| YTD | +66.3% | +141.2% | -74.9% | +33.1% |
| 1Y | +57.5% | +97.4% | -39.9% | +30.9% |
| 3Y | +65.4% | +151.1% | -85.7% | +22.4% |
| 5Y | +144.2% | -12.8% | +157.0% | +118.9% |
| All | +137.2% | +28.0% | +109.2% | +20.6% |
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