+73.2%
CVE vs BB
+38.2%
+34.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -5.6% | +8.1% | +2.9% |
| 30D | +16.7% | -11.8% | +28.5% | +17.7% |
| 3M | +9.3% | -25.5% | +34.8% | +11.0% |
| 6M | +43.6% | +121.3% | -77.7% | +32.6% |
| YTD | +93.6% | +103.2% | -9.6% | +80.0% |
| 1Y | +98.8% | +102.6% | -3.9% | +84.2% |
| All | +73.2% | +38.2% | +34.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling