+62.8%
CVE vs BB
-86.3%
+149.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.0% |
| 7D | -14.1% | -8.9% | -5.1% | -12.8% |
| 30D | -11.6% | -12.6% | +1.0% | -10.1% |
| 3M | 0.0% | -4.1% | +4.2% | -0.4% |
| 6M | -8.4% | +49.5% | -57.8% | -17.6% |
| YTD | +65.9% | +120.8% | -54.9% | +37.5% |
| 1Y | +69.4% | +76.2% | -6.8% | +46.0% |
| 3Y | +55.9% | +123.8% | -67.9% | +21.1% |
| 5Y | +146.2% | -24.3% | +170.4% | +125.6% |
| 10Y | +140.6% | +20.1% | +120.5% | +62.2% |
| All | +62.8% | -86.3% | +149.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling