+89.9%
CVE vs PSKY
+6.2%
+83.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +16.7% | +24.0% | -7.2% | +9.3% |
| 3M | +9.3% | +2.2% | +7.1% | +7.9% |
| 6M | +43.6% | -9.0% | +52.6% | +44.9% |
| YTD | +93.6% | -18.1% | +111.7% | +99.6% |
| 1Y | +98.8% | -25.1% | +123.9% | +105.6% |
| 3Y | +73.6% | -16.3% | +89.9% | +53.9% |
| 5Y | +312.5% | -70.4% | +382.8% | +396.2% |
| 10Y | +161.0% | -74.2% | +235.2% | +158.9% |
| All | +89.9% | +6.2% | +83.7% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling