+44.6%
PBR vs CVE
+61.8%
-17.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -16.0% | -16.1% | +0.2% | -6.9% |
| 30D | -22.8% | -10.4% | -12.4% | -17.9% |
| 3M | +3.0% | -2.4% | +5.4% | +3.8% |
| 6M | -8.1% | -4.4% | -3.7% | -6.6% |
| YTD | +63.1% | +64.9% | -1.8% | +20.2% |
| 1Y | +59.3% | +66.0% | -6.8% | +16.6% |
| 3Y | +66.1% | +57.7% | +8.5% | +20.1% |
| 5Y | +495.8% | +144.7% | +351.1% | +201.5% |
| 10Y | +514.7% | +139.2% | +375.4% | +132.7% |
| All | +44.6% | +61.8% | -17.2% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling