+98.2%
CVE vs BRO
-27.7%
+126.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.3% | -7.3% | +9.6% | +1.6% |
| 30D | +9.7% | -6.9% | +16.6% | +9.1% |
| 3M | +16.9% | +10.7% | +6.2% | +17.3% |
| 6M | +41.4% | -2.7% | +44.1% | +40.8% |
| YTD | +98.0% | -16.3% | +114.3% | +97.4% |
| 1Y | +98.2% | -29.1% | +127.3% | +105.0% |
| All | +98.2% | -27.7% | +126.0% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling