+89.9%
CVE vs PTC
+792.5%
-702.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | +1.3% |
| 7D | +2.5% | -10.3% | +12.8% | +7.2% |
| 30D | +16.7% | +1.1% | +15.6% | +15.7% |
| 3M | +9.3% | +1.6% | +7.7% | +6.6% |
| 6M | +43.6% | -13.5% | +57.1% | +49.2% |
| YTD | +93.6% | -19.1% | +112.6% | +105.6% |
| 1Y | +98.8% | -33.9% | +132.6% | +130.5% |
| 3Y | +73.6% | -3.9% | +77.5% | +63.9% |
| 5Y | +312.5% | +6.0% | +306.4% | +260.1% |
| 10Y | +161.0% | +223.7% | -62.7% | +29.3% |
| All | +89.9% | +792.5% | -702.6% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling