+155.0%
CVE vs PR
+160.5%
-5.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.5% | -1.1% | -5.0% |
| 7D | -12.1% | -12.1% | 0.0% | -7.2% |
| 30D | -9.8% | +0.9% | -10.7% | -9.9% |
| 3M | -0.7% | +10.1% | -10.8% | -4.4% |
| 6M | -4.3% | +1.1% | -5.4% | -4.5% |
| YTD | +70.6% | +63.7% | +6.9% | +41.2% |
| 1Y | +73.2% | +87.0% | -13.9% | +35.9% |
| 3Y | +60.3% | +70.7% | -10.4% | +31.0% |
| 5Y | +159.3% | +246.8% | -87.5% | +57.8% |
| 10Y | +147.4% | +72.6% | +74.8% | +51.8% |
| All | +155.0% | +160.5% | -5.4% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling