+135.8%
CVE vs PTC
+333.9%
-198.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | -14.1% | -0.1% | -14.0% | -14.0% |
| 30D | -11.6% | +0.8% | -12.4% | -11.9% |
| 3M | 0.0% | +39.6% | -39.5% | -15.2% |
| 6M | -8.4% | +41.5% | -49.9% | -24.2% |
| YTD | +65.9% | +11.7% | +54.2% | +51.2% |
| 1Y | +69.4% | +2.4% | +67.0% | +60.3% |
| 3Y | +55.9% | +31.9% | +24.0% | +25.4% |
| 5Y | +146.2% | +54.5% | +91.6% | +76.2% |
| All | +135.8% | +333.9% | -198.1% | +20.5% |
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