+303.7%
PCAR vs CVE
+137.5%
+166.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -1.1% |
| 7D | +2.2% | -14.1% | +16.2% | +4.7% |
| 30D | -4.4% | -11.6% | +7.2% | -2.6% |
| 3M | -21.4% | 0.0% | -21.5% | -21.8% |
| 6M | -7.3% | -8.4% | +1.1% | -6.8% |
| YTD | -3.8% | +65.9% | -69.7% | -13.8% |
| 1Y | +6.3% | +69.4% | -63.1% | -5.3% |
| 3Y | +34.4% | +55.9% | -21.5% | +19.6% |
| 5Y | +109.2% | +146.2% | -36.9% | +66.5% |
| All | +303.7% | +137.5% | +166.2% | +173.3% |
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