+70.1%
CVE vs PBF
+74.2%
-4.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.6% |
| 7D | -10.1% | -7.4% | -2.7% | -7.7% |
| 30D | -12.1% | -17.5% | +5.4% | -6.5% |
| 3M | -1.9% | +13.1% | -15.0% | -7.1% |
| 6M | -1.8% | +72.6% | -74.5% | -20.5% |
| YTD | +65.8% | +161.2% | -95.4% | +13.7% |
| 1Y | +60.8% | +93.3% | -32.5% | +22.1% |
| 3Y | +70.1% | +80.7% | -10.6% | +11.9% |
| All | +70.1% | +74.2% | -4.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling