+130.1%
CVE vs PNR
+119.7%
+10.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -1.1% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -12.1% | +34.4% | -46.6% | -26.1% |
| 3M | -1.9% | +2.4% | -4.3% | -4.8% |
| 6M | -1.8% | -7.8% | +5.9% | -1.4% |
| YTD | +65.8% | -31.6% | +97.4% | +95.0% |
| 1Y | +60.8% | -33.6% | +94.5% | +92.4% |
| 3Y | +70.1% | +19.9% | +50.2% | +32.4% |
| 5Y | +134.8% | +0.8% | +134.0% | +98.7% |
| 10Y | +130.1% | +113.4% | +16.6% | +5.3% |
| All | +130.1% | +119.7% | +10.4% | +5.3% |
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