+165.9%
CVE vs BR
+191.0%
-25.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.2% |
| 7D | +2.5% | -5.3% | +7.8% | +5.0% |
| 30D | +16.7% | +6.4% | +10.3% | +13.2% |
| 3M | +9.3% | +13.6% | -4.4% | +2.0% |
| 6M | +43.6% | -6.7% | +50.3% | +46.3% |
| YTD | +93.6% | -21.1% | +114.7% | +113.2% |
| 1Y | +98.8% | -29.6% | +128.3% | +132.1% |
| 3Y | +73.6% | -2.4% | +76.0% | +64.4% |
| 5Y | +312.5% | +11.2% | +301.2% | +248.4% |
| All | +165.9% | +191.0% | -25.2% | +62.8% |
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