+320.2%
CVE vs PR
+433.6%
-113.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.3% |
| 7D | +2.5% | +2.9% | -0.4% | +0.7% |
| 30D | +16.7% | +18.0% | -1.3% | +5.0% |
| 3M | +9.3% | +16.9% | -7.6% | -0.9% |
| 6M | +43.6% | +28.2% | +15.4% | +23.1% |
| YTD | +93.6% | +69.3% | +24.3% | +40.3% |
| 1Y | +98.8% | +69.5% | +29.3% | +43.4% |
| 3Y | +73.6% | +81.7% | -8.1% | +18.7% |
| All | +320.2% | +433.6% | -113.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling