+130.1%
CVE vs BR
+266.7%
-136.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -10.1% | +4.4% | -14.5% | -11.9% |
| 30D | -12.1% | +16.3% | -28.4% | -18.2% |
| 3M | -1.9% | +16.2% | -18.1% | -9.1% |
| 6M | -1.8% | +30.3% | -32.2% | -14.8% |
| YTD | +65.8% | -12.2% | +78.0% | +73.1% |
| 1Y | +60.8% | -11.3% | +72.1% | +66.9% |
| 3Y | +70.1% | +15.2% | +54.9% | +47.3% |
| 5Y | +134.8% | +18.0% | +116.7% | +94.6% |
| 10Y | +130.1% | +268.7% | -138.6% | +30.9% |
| All | +130.1% | +266.7% | -136.6% | +30.9% |
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