+364.4%
PCAR vs CVE
+159.5%
+204.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.5% | +2.5% | -3.0% | -1.0% |
| 30D | -6.2% | +16.7% | -23.0% | -8.9% |
| 3M | +5.9% | +9.3% | -3.4% | +3.8% |
| 6M | +0.4% | +43.6% | -43.2% | -6.9% |
| YTD | +14.8% | +93.6% | -78.8% | +0.4% |
| 1Y | +30.1% | +98.8% | -68.7% | +12.9% |
| 3Y | +66.7% | +73.6% | -6.9% | +45.8% |
| 5Y | +166.1% | +312.5% | -146.3% | +93.6% |
| All | +364.4% | +159.5% | +204.9% | +207.8% |
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 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