+89.9%
CVE vs BN
+1,069.0%
-979.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +2.5% | -2.5% | +5.0% | +4.2% |
| 30D | +16.7% | -9.5% | +26.2% | +24.8% |
| 3M | +9.3% | -10.4% | +19.7% | +16.6% |
| 6M | +43.6% | -6.4% | +50.0% | +44.9% |
| YTD | +93.6% | -11.9% | +105.5% | +101.7% |
| 1Y | +98.8% | -8.6% | +107.4% | +99.3% |
| 3Y | +73.6% | +77.6% | -4.0% | -4.0% |
| 5Y | +312.5% | +37.0% | +275.4% | +168.6% |
| 10Y | +161.0% | +266.4% | -105.3% | -19.3% |
| All | +89.9% | +1,069.0% | -979.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling