+134.5%
CVE vs PTC
+334.9%
-200.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -16.1% | -0.2% | -15.9% | -16.1% |
| 30D | -10.4% | +0.8% | -11.1% | -10.6% |
| 3M | -2.4% | +32.1% | -34.5% | -15.2% |
| 6M | -4.4% | +42.6% | -47.1% | -21.2% |
| YTD | +64.9% | +12.0% | +53.0% | +50.2% |
| 1Y | +66.0% | +12.2% | +53.9% | +50.9% |
| 3Y | +57.7% | +31.2% | +26.4% | +27.2% |
| 5Y | +144.7% | +54.9% | +89.8% | +75.0% |
| All | +134.5% | +334.9% | -200.5% | +19.7% |
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