+135.5%
CVE vs BR
+271.1%
-135.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -10.0% | +5.0% | -15.0% | -12.0% |
| 30D | -11.9% | +16.6% | -28.5% | -18.1% |
| 3M | -5.9% | +12.0% | -17.9% | -11.4% |
| 6M | -1.6% | +30.7% | -32.3% | -14.6% |
| YTD | +66.3% | -11.9% | +78.2% | +73.4% |
| 1Y | +57.5% | -11.6% | +69.1% | +63.8% |
| 3Y | +65.4% | +15.0% | +50.4% | +43.5% |
| 5Y | +144.2% | +18.1% | +126.1% | +102.6% |
| 10Y | +135.5% | +278.6% | -143.1% | +42.5% |
| All | +135.5% | +271.1% | -135.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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