+294.0%
PCAR vs CVE
+136.1%
+157.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +0.1% | -16.1% | +16.2% | +3.0% |
| 30D | -4.6% | -10.4% | +5.8% | -3.0% |
| 3M | -22.6% | -2.4% | -20.2% | -22.6% |
| 6M | -12.0% | -4.4% | -7.5% | -12.1% |
| YTD | -6.1% | +64.9% | -71.0% | -15.8% |
| 1Y | +6.3% | +66.0% | -59.7% | -4.9% |
| 3Y | +31.8% | +57.7% | -25.9% | +17.1% |
| 5Y | +104.2% | +144.7% | -40.6% | +62.6% |
| All | +294.0% | +136.1% | +157.8% | +167.0% |
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