+146.9%
CVE vs BR
+275.8%
-128.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +4.6% | -1.3% | +5.9% | +5.2% |
| 30D | -12.0% | +13.7% | -25.7% | -17.3% |
| 3M | -3.8% | +13.8% | -17.6% | -10.0% |
| 6M | -2.7% | +29.7% | -32.4% | -15.4% |
| YTD | +73.6% | -12.6% | +86.2% | +81.6% |
| 1Y | +62.0% | -12.4% | +74.4% | +69.3% |
| 3Y | +72.7% | +14.1% | +58.6% | +50.3% |
| 5Y | +153.9% | +18.7% | +135.3% | +109.5% |
| All | +146.9% | +275.8% | -128.8% | +51.0% |
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