+153.1%
CVE vs PBF
+467.1%
-314.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.7% | -1.0% | -5.1% |
| 7D | -12.1% | -0.9% | -11.2% | -11.7% |
| 30D | -9.8% | -13.7% | +3.9% | -5.0% |
| 3M | -0.7% | +10.6% | -11.3% | -5.9% |
| 6M | -4.3% | +61.2% | -65.5% | -22.6% |
| YTD | +70.6% | +172.7% | -102.1% | +9.3% |
| 1Y | +73.2% | +111.0% | -37.9% | +22.0% |
| 3Y | +60.3% | +73.6% | -13.2% | +12.4% |
| All | +153.1% | +467.1% | -314.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling