+66.0%
CVE vs PRU
+19.8%
+46.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.9% |
| 7D | -16.1% | +2.4% | -18.5% | -15.7% |
| 30D | -10.4% | +6.1% | -16.5% | -9.9% |
| 3M | -2.4% | -0.7% | -1.6% | -1.9% |
| 6M | -4.4% | +22.1% | -26.5% | -4.1% |
| YTD | +64.9% | +9.8% | +55.2% | +64.8% |
| 1Y | +66.0% | +19.4% | +46.7% | +63.7% |
| All | +66.0% | +19.8% | +46.3% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling