+58.6%
CVE vs BB
+122.6%
-64.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.4% |
| 7D | -14.1% | -8.9% | -5.1% | -13.5% |
| 30D | -11.6% | -12.6% | +1.0% | -10.9% |
| 3M | 0.0% | -4.1% | +4.2% | -0.1% |
| 6M | -8.4% | +49.5% | -57.8% | -13.0% |
| YTD | +65.9% | +120.8% | -54.9% | +50.7% |
| 1Y | +69.4% | +76.2% | -6.8% | +57.5% |
| All | +58.6% | +122.6% | -64.0% | +37.9% |
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