+153.4%
CVE vs PNR
+66.6%
+86.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +2.5% | -2.4% | +4.9% | +3.8% |
| 30D | +16.7% | -12.8% | +29.5% | +25.4% |
| 3M | +9.3% | -17.0% | +26.3% | +18.0% |
| 6M | +43.6% | -37.4% | +81.0% | +80.4% |
| YTD | +93.6% | -41.6% | +135.2% | +151.9% |
| 1Y | +98.8% | -44.6% | +143.4% | +166.3% |
| 3Y | +73.6% | -12.1% | +85.7% | +65.0% |
| 5Y | +312.5% | -17.4% | +329.9% | +298.5% |
| All | +153.4% | +66.6% | +86.7% | +33.8% |
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