+61.8%
CVE vs BR
+1,084.6%
-1,022.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -16.1% | +6.5% | -22.6% | -19.0% |
| 30D | -10.4% | +18.9% | -29.3% | -18.3% |
| 3M | -2.4% | +16.3% | -18.6% | -10.5% |
| 6M | -4.4% | +26.2% | -30.6% | -17.1% |
| YTD | +64.9% | -13.1% | +78.0% | +72.2% |
| 1Y | +66.0% | -10.5% | +76.5% | +70.3% |
| 3Y | +57.7% | +13.3% | +44.3% | +36.5% |
| 5Y | +144.7% | +19.9% | +124.8% | +97.4% |
| 10Y | +139.2% | +254.2% | -115.0% | -3.3% |
| All | +61.8% | +1,084.6% | -1,022.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling