+73.2%
CVE vs BR
+14.9%
+58.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | +5.9% | +1.1% | +4.9% | +5.9% |
| 30D | -10.9% | +14.4% | -25.2% | -11.2% |
| 3M | -4.5% | +12.4% | -16.9% | -4.8% |
| 6M | -1.0% | +35.4% | -36.4% | -2.5% |
| YTD | +74.7% | -12.2% | +86.9% | +82.8% |
| 1Y | +65.8% | -12.7% | +78.6% | +73.8% |
| 3Y | +73.2% | +14.3% | +58.9% | +59.1% |
| All | +73.2% | +14.9% | +58.2% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling