+65.8%
CVE vs BB
+99.6%
-33.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | +5.9% | +1.8% | +4.1% | +5.9% |
| 30D | -10.9% | +8.1% | -19.0% | -10.8% |
| 3M | -4.5% | -1.0% | -3.5% | -4.4% |
| 6M | -1.0% | +45.9% | -46.9% | +1.3% |
| YTD | +74.7% | +134.8% | -60.1% | +81.0% |
| 1Y | +65.8% | +104.6% | -38.8% | +71.2% |
| All | +65.8% | +99.6% | -33.7% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling