+135.5%
CVE vs BR
+19.3%
+116.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -16.1% | +6.5% | -22.6% | -17.0% |
| 30D | -10.4% | +18.9% | -29.3% | -12.9% |
| 3M | -2.4% | +16.3% | -18.6% | -4.9% |
| 6M | -4.4% | +26.2% | -30.6% | -8.5% |
| YTD | +64.9% | -13.1% | +78.0% | +71.5% |
| 1Y | +66.0% | -10.5% | +76.5% | +71.1% |
| 3Y | +57.7% | +13.3% | +44.3% | +49.8% |
| All | +135.5% | +19.3% | +116.3% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling