+320.2%
CVE vs PTC
+6.0%
+314.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | +0.3% |
| 7D | +2.5% | -10.3% | +12.8% | +5.5% |
| 30D | +16.7% | +1.1% | +15.6% | +16.1% |
| 3M | +9.3% | +1.6% | +7.7% | +8.1% |
| 6M | +43.6% | -13.5% | +57.1% | +48.9% |
| YTD | +93.6% | -19.1% | +112.6% | +104.3% |
| 1Y | +98.8% | -33.9% | +132.6% | +125.2% |
| 3Y | +73.6% | -3.9% | +77.5% | +64.3% |
| All | +320.2% | +6.0% | +314.1% | +278.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling