+146.9%
CVE vs BG
+107.5%
+39.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +4.6% | +1.5% | +3.2% | +3.7% |
| 30D | -12.0% | -7.0% | -5.0% | -8.4% |
| 3M | -3.8% | -10.0% | +6.2% | +1.7% |
| 6M | -2.7% | -19.8% | +17.1% | +9.3% |
| YTD | +73.6% | +14.3% | +59.3% | +57.2% |
| 1Y | +62.0% | +6.5% | +55.5% | +52.7% |
| 3Y | +72.7% | +4.4% | +68.4% | +59.1% |
| 5Y | +153.9% | +20.2% | +133.7% | +107.5% |
| All | +146.9% | +107.5% | +39.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling