+135.5%
CVE vs PSLV
+97.9%
+37.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -16.1% | +5.1% | -21.3% | -17.0% |
| 30D | -10.4% | -13.3% | +2.9% | -8.2% |
| 3M | -2.4% | -16.5% | +14.1% | +0.4% |
| 6M | -4.4% | -32.8% | +28.3% | +2.0% |
| YTD | +64.9% | -28.8% | +93.7% | +63.4% |
| 1Y | +66.0% | +5.8% | +60.2% | +41.2% |
| 3Y | +57.7% | +114.8% | -57.1% | -1.7% |
| All | +135.5% | +97.9% | +37.7% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling