+189.4%
CVE vs PR
+169.5%
+19.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +2.5% | +2.9% | -0.4% | +1.3% |
| 30D | +16.7% | +18.0% | -1.3% | +9.1% |
| 3M | +9.3% | +16.9% | -7.6% | +2.8% |
| 6M | +43.6% | +28.2% | +15.4% | +30.4% |
| YTD | +93.6% | +69.3% | +24.3% | +57.8% |
| 1Y | +98.8% | +69.5% | +29.3% | +61.7% |
| 3Y | +73.6% | +81.7% | -8.1% | +38.1% |
| 5Y | +312.5% | +422.2% | -109.8% | +116.2% |
| 10Y | +161.0% | +110.4% | +50.7% | +63.9% |
| All | +189.4% | +169.5% | +19.9% | +109.0% |
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 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