+146.9%
CVE vs PNR
+98.8%
+48.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | +4.6% | -2.3% | +7.0% | +5.8% |
| 30D | -12.0% | +29.3% | -41.3% | -24.6% |
| 3M | -3.8% | +4.1% | -7.9% | -7.6% |
| 6M | -2.7% | -8.6% | +5.9% | -1.9% |
| YTD | +73.6% | -33.6% | +107.2% | +107.4% |
| 1Y | +62.0% | -36.4% | +98.4% | +98.4% |
| 3Y | +72.7% | +15.1% | +57.6% | +37.3% |
| 5Y | +153.9% | -3.8% | +157.7% | +121.1% |
| All | +146.9% | +98.8% | +48.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling