+496.0%
PBR vs CVE
+317.2%
+178.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +8.6% | +2.5% | +6.1% | +7.4% |
| 30D | +12.8% | +16.7% | -3.9% | +4.9% |
| 3M | +14.7% | +9.3% | +5.4% | +9.8% |
| 6M | +25.2% | +43.6% | -18.4% | +5.7% |
| YTD | +77.1% | +93.6% | -16.4% | +30.5% |
| 1Y | +69.6% | +98.8% | -29.2% | +23.1% |
| 3Y | +95.6% | +73.6% | +22.0% | +46.4% |
| All | +496.0% | +317.2% | +178.8% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling