+89.9%
CVE vs PNC
+613.7%
-523.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.5% | +1.4% | +1.1% | +1.5% |
| 30D | +16.7% | -3.8% | +20.6% | +19.5% |
| 3M | +9.3% | +9.0% | +0.2% | +2.3% |
| 6M | +43.6% | +16.6% | +27.0% | +27.4% |
| YTD | +93.6% | +20.4% | +73.2% | +66.7% |
| 1Y | +98.8% | +22.3% | +76.4% | +68.4% |
| 3Y | +73.6% | +124.5% | -50.9% | -7.2% |
| 5Y | +312.5% | +54.1% | +258.4% | +179.0% |
| 10Y | +161.0% | +276.3% | -115.2% | +1.3% |
| All | +89.9% | +613.7% | -523.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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