+65.8%
CVE vs PSLV
+117.0%
-51.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +16.7% | +7.3% | +9.5% | +14.3% |
| 3M | +9.3% | -7.4% | +16.7% | +10.7% |
| 6M | +43.6% | -20.3% | +63.9% | +49.1% |
| YTD | +93.6% | -8.2% | +101.8% | +85.7% |
| 1Y | +98.8% | +57.9% | +40.8% | +58.0% |
| 3Y | +73.6% | +162.1% | -88.5% | +15.3% |
| 5Y | +312.5% | +151.2% | +161.3% | +174.4% |
| 10Y | +161.0% | +191.7% | -30.6% | +60.6% |
| All | +65.8% | +117.0% | -51.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling