+471.6%
PBR vs CVE
+136.7%
+334.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -13.3% | -10.1% | -3.2% | -8.4% |
| 30D | -27.5% | -12.1% | -15.4% | -22.7% |
| 3M | +5.2% | -1.9% | +7.0% | +5.7% |
| 6M | -6.4% | -1.8% | -4.5% | -6.3% |
| YTD | +61.6% | +65.8% | -4.2% | +23.3% |
| 1Y | +48.9% | +60.8% | -12.0% | +15.2% |
| 3Y | +70.0% | +70.1% | -0.1% | +23.6% |
| 5Y | +469.0% | +134.8% | +334.2% | +224.8% |
| 10Y | +471.6% | +130.1% | +341.5% | +156.2% |
| All | +471.6% | +136.7% | +334.9% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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