+148.6%
CVE vs PBF
+260.7%
-112.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +5.9% | +6.5% | -0.5% | +3.2% |
| 30D | -10.9% | -20.0% | +9.1% | -3.2% |
| 3M | -4.5% | -3.3% | -1.2% | -4.7% |
| 6M | -1.0% | +76.8% | -77.8% | -23.3% |
| YTD | +74.7% | +168.9% | -94.2% | +11.4% |
| 1Y | +65.8% | +96.4% | -30.5% | +19.1% |
| 3Y | +73.2% | +77.2% | -4.0% | +19.8% |
| 5Y | +155.6% | +417.7% | -262.1% | +6.6% |
| All | +148.6% | +260.7% | -112.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling