+173.5%
CVE vs PSLV
+194.1%
-20.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | +2.0% | +3.3% | -1.3% | +1.0% |
| 30D | +13.2% | +2.1% | +11.1% | +12.2% |
| 3M | +21.7% | +7.1% | +14.5% | +18.2% |
| 6M | +48.4% | -21.6% | +69.9% | +55.8% |
| YTD | +100.1% | -6.7% | +106.8% | +87.4% |
| 1Y | +107.8% | +59.3% | +48.6% | +53.2% |
| 3Y | +76.9% | +182.1% | -105.2% | -0.8% |
| 5Y | +346.2% | +162.6% | +183.6% | +153.0% |
| 10Y | +173.5% | +203.0% | -29.5% | +23.0% |
| All | +173.5% | +194.1% | -20.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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