+31.3%
CVE vs PBF
+303.9%
-272.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +2.5% | +4.3% | -1.8% | +0.9% |
| 30D | +16.7% | +22.0% | -5.2% | +8.1% |
| 3M | +9.3% | +74.5% | -65.2% | -12.3% |
| 6M | +43.6% | +67.7% | -24.1% | +15.2% |
| YTD | +93.6% | +179.2% | -85.6% | +26.9% |
| 1Y | +98.8% | +170.0% | -71.2% | +29.6% |
| 3Y | +73.6% | +66.4% | +7.2% | +27.4% |
| 5Y | +312.5% | +764.5% | -452.0% | +53.6% |
| 10Y | +161.0% | +358.5% | -197.5% | -3.6% |
| All | +31.3% | +303.9% | -272.6% | -52.3% |
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