+174.6%
CVE vs BRO
+294.2%
-119.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.3% | -7.3% | +9.6% | +5.3% |
| 30D | +9.7% | -6.9% | +16.6% | +12.5% |
| 3M | +16.9% | +10.7% | +6.2% | +10.5% |
| 6M | +41.4% | -2.7% | +44.1% | +40.3% |
| YTD | +98.0% | -16.3% | +114.3% | +108.8% |
| 1Y | +98.2% | -29.1% | +127.3% | +125.5% |
| 3Y | +77.9% | -7.8% | +85.8% | +67.9% |
| 5Y | +341.6% | +18.7% | +322.8% | +232.0% |
| All | +174.6% | +294.2% | -119.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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