+146.9%
CVE vs BN
+297.2%
-150.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | -12.0% | +13.6% | -25.6% | -20.3% |
| 3M | -3.8% | -6.7% | +2.9% | -1.1% |
| 6M | -2.7% | -9.0% | +6.2% | +0.3% |
| YTD | +73.6% | -8.8% | +82.4% | +73.7% |
| 1Y | +62.0% | -10.6% | +72.6% | +63.9% |
| 3Y | +72.7% | +98.8% | -26.0% | -13.1% |
| 5Y | +153.9% | +33.6% | +120.3% | +70.0% |
| All | +146.9% | +297.2% | -150.3% | -13.0% |
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