+70.1%
CVE vs BB
+145.9%
-75.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | -10.1% | +15.0% | -25.0% | -11.1% |
| 30D | -12.1% | +3.5% | -15.6% | -12.5% |
| 3M | -1.9% | +2.7% | -4.5% | -2.5% |
| 6M | -1.8% | +44.7% | -46.6% | -6.4% |
| YTD | +65.8% | +143.3% | -77.5% | +49.2% |
| 1Y | +60.8% | +102.2% | -41.3% | +47.5% |
| 3Y | +70.1% | +156.1% | -86.0% | +44.8% |
| All | +70.1% | +145.9% | -75.7% | +44.8% |
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