+134.5%
CVE vs PBF
+276.6%
-142.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -0.4% |
| 7D | -16.1% | -13.8% | -2.4% | -11.1% |
| 30D | -10.4% | -19.6% | +9.2% | -2.9% |
| 3M | -2.4% | +10.3% | -12.6% | -7.5% |
| 6M | -4.4% | +63.4% | -67.9% | -23.5% |
| YTD | +64.9% | +152.6% | -87.7% | +8.0% |
| 1Y | +66.0% | +87.4% | -21.3% | +21.6% |
| 3Y | +57.7% | +63.3% | -5.6% | +12.9% |
| 5Y | +144.7% | +412.5% | -267.7% | +3.0% |
| All | +134.5% | +276.6% | -142.2% | -13.0% |
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