+62.8%
CVE vs PTC
+1,131.6%
-1,068.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 6M | -8.4% | +41.5% | -49.9% | -24.8% |
| YTD | +65.9% | +11.7% | +54.2% | +49.5% |
| 1Y | +69.4% | +2.4% | +67.0% | +58.2% |
| 3Y | +55.9% | +31.9% | +24.0% | +25.6% |
| 5Y | +146.2% | +54.5% | +91.6% | +78.1% |
| 10Y | +140.6% | +342.1% | -201.4% | +1.7% |
| All | +62.8% | +1,131.6% | -1,068.9% | -61.9% |
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