+57.5%
CVE vs PSLV
+0.7%
+56.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.4% |
| 7D | -10.0% | +3.9% | -13.9% | -10.1% |
| 30D | -11.9% | -16.3% | +4.5% | -11.1% |
| 3M | -5.9% | -23.0% | +17.0% | -4.9% |
| 6M | -1.6% | -36.5% | +35.0% | +0.4% |
| YTD | +66.3% | -29.6% | +95.9% | +71.0% |
| 1Y | +57.5% | -0.5% | +58.1% | +56.5% |
| All | +57.5% | +0.7% | +56.8% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling