+134.6%
PH vs CVE
+73.1%
+61.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +7.4% | +4.6% | +2.7% | +6.4% |
| 30D | +0.5% | -12.0% | +12.5% | +2.9% |
| 3M | -10.2% | -3.8% | -6.5% | -10.0% |
| 6M | +8.9% | -2.7% | +11.6% | +8.6% |
| YTD | +9.7% | +73.6% | -63.9% | -10.5% |
| 1Y | +12.8% | +62.0% | -49.2% | -5.8% |
| All | +134.6% | +73.1% | +61.5% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling