+346.2%
CVE vs BRO
+17.6%
+328.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +2.0% | -7.6% | +9.6% | +2.9% |
| 30D | +13.2% | -6.9% | +20.1% | +14.0% |
| 3M | +21.7% | +12.8% | +8.9% | +19.1% |
| 6M | +48.4% | -5.9% | +54.2% | +49.0% |
| YTD | +100.1% | -15.9% | +116.0% | +104.3% |
| 1Y | +107.8% | -28.1% | +136.0% | +118.6% |
| 3Y | +76.9% | -7.0% | +83.9% | +73.2% |
| 5Y | +346.2% | +18.0% | +328.2% | +277.1% |
| All | +346.2% | +17.6% | +328.6% | +277.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling