+71.4%
CVE vs BRO
+849.6%
-778.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | -10.9% | +11.3% | -22.1% | -15.9% |
| 3M | -4.5% | +0.7% | -5.2% | -6.1% |
| 6M | -1.0% | +32.9% | -33.9% | -15.9% |
| YTD | +74.7% | -8.8% | +83.6% | +76.1% |
| 1Y | +65.8% | -9.2% | +75.1% | +67.2% |
| 3Y | +73.2% | +0.1% | +73.1% | +56.8% |
| 5Y | +155.6% | +15.6% | +140.0% | +101.5% |
| 10Y | +149.3% | +300.2% | -150.9% | -9.0% |
| All | +71.4% | +849.6% | -778.2% | -63.7% |
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