+341.6%
CVE vs PSLV
+153.7%
+187.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.7% |
| 7D | +0.2% | +2.7% | -2.5% | -0.4% |
| 30D | +17.5% | +3.5% | +14.0% | +16.5% |
| 3M | +16.2% | +0.3% | +15.9% | +15.6% |
| 6M | +47.8% | -21.0% | +68.8% | +53.1% |
| YTD | +98.5% | -8.9% | +107.4% | +88.4% |
| 1Y | +109.8% | +54.0% | +55.8% | +61.2% |
| 3Y | +75.5% | +175.4% | -100.0% | +4.1% |
| 5Y | +341.6% | +157.7% | +183.9% | +167.4% |
| All | +341.6% | +153.7% | +187.9% | +167.4% |
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