+148.6%
CVE vs BG
+111.0%
+37.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | +5.9% | +2.6% | +3.4% | +4.3% |
| 30D | -10.9% | -6.7% | -4.2% | -7.4% |
| 3M | -4.5% | -9.3% | +4.7% | +0.4% |
| 6M | -1.0% | -18.3% | +17.4% | +10.1% |
| YTD | +74.7% | +16.2% | +58.6% | +56.7% |
| 1Y | +65.8% | +7.6% | +58.2% | +55.4% |
| 3Y | +73.2% | +6.6% | +66.6% | +57.5% |
| 5Y | +155.6% | +22.2% | +133.4% | +106.8% |
| All | +148.6% | +111.0% | +37.6% | +21.8% |
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