+174.6%
CVE vs BRKR
+155.3%
+19.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.3% | -8.7% | +11.0% | +4.5% |
| 30D | +9.7% | -9.9% | +19.6% | +12.2% |
| 3M | +16.9% | -3.1% | +20.0% | +15.6% |
| 6M | +41.4% | +45.5% | -4.1% | +22.5% |
| YTD | +98.0% | +13.7% | +84.3% | +82.5% |
| 1Y | +98.2% | +67.4% | +30.8% | +59.8% |
| 3Y | +77.9% | -13.2% | +91.1% | +64.4% |
| 5Y | +341.6% | -39.5% | +381.0% | +356.1% |
| All | +174.6% | +155.3% | +19.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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