+89.9%
CVE vs BRO
+840.5%
-750.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | +2.5% | -2.6% | +5.1% | +3.7% |
| 30D | +16.7% | +0.9% | +15.8% | +16.0% |
| 3M | +9.3% | +24.8% | -15.5% | -3.2% |
| 6M | +43.6% | -0.1% | +43.7% | +40.9% |
| YTD | +93.6% | -9.7% | +103.3% | +98.2% |
| 1Y | +98.8% | -24.5% | +123.2% | +122.3% |
| 3Y | +73.6% | -1.6% | +75.2% | +60.0% |
| 5Y | +312.5% | +25.6% | +286.9% | +209.2% |
| 10Y | +161.0% | +309.8% | -148.8% | -5.2% |
| All | +89.9% | +840.5% | -750.6% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling