+188.6%
CVE vs PSKY
-78.0%
+266.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.9% | +3.5% |
| 7D | +4.9% | -24.6% | +29.5% | +7.5% |
| 30D | -0.5% | -36.1% | +35.6% | +3.6% |
| 3M | +17.2% | -37.1% | +54.3% | +21.4% |
| 6M | +28.3% | -40.5% | +68.8% | +33.5% |
| YTD | +97.9% | -47.7% | +145.6% | +107.8% |
| 1Y | +100.1% | -58.4% | +158.4% | +114.7% |
| 3Y | +69.4% | -40.7% | +110.1% | +67.5% |
| All | +188.6% | -78.0% | +266.6% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling