+134.8%
CVE vs BN
+35.4%
+99.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.9% |
| 7D | -10.1% | +3.6% | -13.7% | -11.5% |
| 30D | -12.1% | +15.9% | -28.0% | -17.4% |
| 3M | -1.9% | -2.3% | +0.5% | -1.6% |
| 6M | -1.8% | -8.4% | +6.6% | +0.3% |
| YTD | +65.8% | -5.9% | +71.7% | +65.1% |
| 1Y | +60.8% | -5.6% | +66.4% | +59.5% |
| 3Y | +70.1% | +104.2% | -34.1% | +11.4% |
| 5Y | +134.8% | +35.5% | +99.3% | +88.5% |
| All | +134.8% | +35.4% | +99.4% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling