+69.4%
CVE vs PR
+80.0%
-10.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | +1.3% |
| 7D | -14.1% | -16.5% | +2.5% | 0.0% |
| 30D | -11.6% | -4.5% | -7.1% | -7.9% |
| 3M | 0.0% | +8.5% | -8.5% | -7.3% |
| 6M | -8.4% | -3.3% | -5.1% | -6.3% |
| YTD | +65.9% | +55.7% | +10.2% | +12.3% |
| 1Y | +69.4% | +82.0% | -12.6% | +3.9% |
| All | +69.4% | +80.0% | -10.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling