+66.0%
CVE vs PBF
+94.2%
-28.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -1.0% |
| 7D | -16.1% | -13.8% | -2.4% | -12.2% |
| 30D | -10.4% | -19.6% | +9.2% | -4.5% |
| 3M | -2.4% | +10.3% | -12.6% | -6.3% |
| 6M | -4.4% | +63.4% | -67.9% | -19.5% |
| YTD | +64.9% | +152.6% | -87.7% | +21.1% |
| 1Y | +66.0% | +87.4% | -21.3% | +34.0% |
| All | +66.0% | +94.2% | -28.1% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling