+58.6%
CVE vs BN
+92.4%
-33.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | -14.1% | +5.7% | -19.8% | -15.5% |
| 30D | -11.6% | +12.0% | -23.6% | -14.5% |
| 3M | 0.0% | -6.1% | +6.1% | +1.6% |
| 6M | -8.4% | -8.6% | +0.2% | -6.6% |
| YTD | +65.9% | -8.5% | +74.4% | +67.3% |
| 1Y | +69.4% | -8.4% | +77.8% | +70.4% |
| All | +58.6% | +92.4% | -33.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling