+134.5%
CVE vs PRU
+115.4%
+19.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +1.3% |
| 7D | -16.1% | +2.4% | -18.5% | -18.3% |
| 30D | -10.4% | +6.1% | -16.5% | -15.3% |
| 3M | -2.4% | -0.7% | -1.6% | -3.3% |
| 6M | -4.4% | +22.1% | -26.5% | -19.7% |
| YTD | +64.9% | +9.8% | +55.2% | +47.9% |
| 1Y | +66.0% | +19.4% | +46.7% | +39.1% |
| 3Y | +57.7% | +50.4% | +7.3% | +6.7% |
| 5Y | +144.7% | +37.2% | +107.6% | +73.5% |
| All | +134.5% | +115.4% | +19.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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