+12.2%
PCAR vs CVE
+73.4%
-61.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.7% | +3.4% |
| 7D | +3.7% | -12.1% | +15.7% | +2.7% |
| 30D | -2.9% | -9.8% | +6.9% | -3.7% |
| 3M | -21.7% | -0.7% | -21.0% | -21.5% |
| 6M | -6.6% | -4.3% | -2.3% | -6.1% |
| YTD | -2.2% | +70.6% | -72.8% | -5.6% |
| 1Y | +12.2% | +73.2% | -60.9% | +9.1% |
| All | +12.2% | +73.4% | -61.1% | +9.1% |
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