+63.1%
CVE vs BRO
+849.1%
-786.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | -10.0% | +1.6% | -11.6% | -10.9% |
| 30D | -11.9% | +14.6% | -26.5% | -17.9% |
| 3M | -5.9% | +0.9% | -6.8% | -7.6% |
| 6M | -1.6% | +28.3% | -29.9% | -15.0% |
| YTD | +66.3% | -8.9% | +75.2% | +67.6% |
| 1Y | +57.5% | -7.5% | +65.0% | +57.3% |
| 3Y | +65.4% | +0.9% | +64.5% | +49.1% |
| 5Y | +144.2% | +18.0% | +126.2% | +89.8% |
| 10Y | +135.5% | +310.2% | -174.7% | -15.3% |
| All | +63.1% | +849.1% | -786.0% | -65.4% |
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