+42.0%
CVE vs PSLV
+73.0%
-31.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | -10.1% | +6.3% | -16.4% | -11.6% |
| 30D | -12.1% | -13.0% | +0.9% | -9.2% |
| 3M | -1.9% | -16.9% | +15.0% | +2.1% |
| 6M | -1.8% | -34.0% | +32.2% | +7.6% |
| YTD | +65.8% | -26.8% | +92.6% | +67.6% |
| 1Y | +60.8% | +7.7% | +53.2% | +42.5% |
| 3Y | +70.1% | +125.3% | -55.1% | +16.4% |
| 5Y | +134.8% | +103.8% | +31.0% | +63.8% |
| 10Y | +130.1% | +145.0% | -14.9% | +47.5% |
| All | +42.0% | +73.0% | -31.0% | -19.2% |
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