+134.5%
CVE vs BN
+271.1%
-136.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -16.1% | +5.3% | -21.5% | -19.8% |
| 30D | -10.4% | +11.9% | -22.3% | -18.0% |
| 3M | -2.4% | -5.7% | +3.4% | -0.2% |
| 6M | -4.4% | -10.6% | +6.2% | -0.2% |
| YTD | +64.9% | -9.4% | +74.3% | +65.9% |
| 1Y | +66.0% | -8.8% | +74.8% | +65.4% |
| 3Y | +57.7% | +95.6% | -38.0% | -19.4% |
| 5Y | +144.7% | +30.2% | +114.6% | +68.1% |
| All | +134.5% | +271.1% | -136.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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