+582.1%
PCAR vs CVE
+61.8%
+520.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +0.1% | -16.1% | +16.2% | +3.9% |
| 30D | -4.6% | -10.4% | +5.8% | -2.5% |
| 3M | -22.6% | -2.4% | -20.2% | -22.6% |
| 6M | -12.0% | -4.4% | -7.5% | -12.2% |
| YTD | -6.1% | +64.9% | -71.0% | -18.4% |
| 1Y | +6.3% | +66.0% | -59.7% | -7.9% |
| 3Y | +31.8% | +57.7% | -25.9% | +13.2% |
| 5Y | +104.2% | +144.7% | -40.6% | +50.7% |
| 10Y | +302.9% | +139.2% | +163.7% | +151.2% |
| All | +582.1% | +61.8% | +520.3% | +362.7% |
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