+77.9%
CVE vs BRKR
-11.8%
+89.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +2.3% | -8.7% | +11.0% | +2.6% |
| 30D | +9.7% | -9.9% | +19.6% | +10.2% |
| 3M | +16.9% | -3.1% | +20.0% | +16.9% |
| 6M | +41.4% | +45.5% | -4.1% | +37.4% |
| YTD | +98.0% | +13.7% | +84.3% | +96.0% |
| 1Y | +98.2% | +67.4% | +30.8% | +86.7% |
| 3Y | +77.9% | -13.2% | +91.1% | +74.0% |
| All | +77.9% | -11.8% | +89.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling