+148.6%
CVE vs PTC
+312.5%
-163.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.9% | +0.5% | +5.5% | +5.7% |
| 30D | -10.9% | +1.2% | -12.1% | -11.3% |
| 3M | -4.5% | +27.4% | -31.9% | -15.7% |
| 6M | -1.0% | +39.2% | -40.2% | -17.1% |
| YTD | +74.7% | +12.5% | +62.2% | +58.8% |
| 1Y | +65.8% | +12.3% | +53.5% | +50.7% |
| 3Y | +73.2% | +28.8% | +44.4% | +41.1% |
| 5Y | +155.6% | +60.9% | +94.7% | +79.2% |
| All | +148.6% | +312.5% | -163.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling