+78.3%
CVE vs BRO
-4.9%
+83.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.1% | +2.4% |
| 7D | +0.2% | -5.4% | +5.6% | 0.0% |
| 30D | +17.5% | -4.3% | +21.8% | +17.3% |
| 3M | +16.2% | +17.8% | -1.6% | +16.3% |
| 6M | +47.8% | -6.8% | +54.5% | +47.6% |
| YTD | +98.5% | -13.8% | +112.3% | +98.7% |
| 1Y | +109.8% | -27.8% | +137.6% | +111.7% |
| All | +78.3% | -4.9% | +83.2% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling