+181.6%
CVE vs PSKY
-85.2%
+266.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.9% | +3.6% |
| 7D | +4.9% | -24.6% | +29.5% | +8.1% |
| 30D | -0.5% | -36.1% | +35.6% | +4.6% |
| 3M | +84.7% | -54.8% | +139.5% | +93.6% |
| 6M | +84.7% | -54.8% | +139.5% | +93.6% |
| YTD | +84.7% | -54.8% | +139.5% | +93.6% |
| 1Y | +100.1% | -58.4% | +158.4% | +113.7% |
| 3Y | +69.4% | -40.7% | +110.1% | +48.3% |
| 5Y | +216.3% | -80.0% | +296.4% | +267.0% |
| All | +181.6% | -85.2% | +266.7% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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