+12.5%
CVE vs PBF
+271.4%
-258.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.1% | -0.6% |
| 7D | -14.1% | -9.5% | -4.6% | -10.8% |
| 30D | -11.6% | -17.5% | +5.9% | -5.6% |
| 3M | 0.0% | +12.2% | -12.1% | -5.4% |
| 6M | -8.4% | +49.6% | -58.0% | -23.2% |
| YTD | +65.9% | +156.8% | -90.9% | +11.0% |
| 1Y | +69.4% | +98.6% | -29.2% | +23.9% |
| 3Y | +55.9% | +63.4% | -7.5% | +14.4% |
| 5Y | +146.2% | +420.9% | -274.7% | +10.4% |
| 10Y | +140.6% | +288.7% | -148.1% | -7.1% |
| All | +12.5% | +271.4% | -258.9% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling