+38.0%
PBR vs CVE
+60.9%
-22.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -4.0% |
| 7D | -9.1% | +0.1% | -9.2% | -9.2% |
| 30D | -29.9% | -10.8% | -19.1% | -25.7% |
| 3M | +2.3% | -4.3% | +6.6% | +4.0% |
| 6M | -10.9% | -1.5% | -9.5% | -11.4% |
| YTD | +56.9% | +70.7% | -13.8% | +18.6% |
| 1Y | +38.0% | +58.1% | -20.1% | +6.2% |
| All | +38.0% | +60.9% | -22.9% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling