+134.5%
CVE vs PNR
+113.6%
+20.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.6% |
| 7D | -16.1% | +2.8% | -18.9% | -17.8% |
| 30D | -10.4% | +31.2% | -41.5% | -23.7% |
| 3M | -2.4% | -2.1% | -0.3% | -3.1% |
| 6M | -4.4% | -14.0% | +9.5% | -0.2% |
| YTD | +64.9% | -33.6% | +98.6% | +97.1% |
| 1Y | +66.0% | -35.2% | +101.2% | +101.0% |
| 3Y | +57.7% | +15.8% | +41.8% | +25.0% |
| 5Y | +144.7% | -1.8% | +146.6% | +109.8% |
| All | +134.5% | +113.6% | +20.9% | +6.9% |
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