+191.7%
PH vs CVE
+148.3%
+43.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.3% |
| 7D | -3.9% | -14.1% | +10.2% | -0.6% |
| 30D | -9.4% | -11.6% | +2.2% | -6.9% |
| 3M | -10.3% | 0.0% | -10.4% | -10.9% |
| 6M | +2.7% | -8.4% | +11.1% | +3.6% |
| YTD | +2.1% | +65.9% | -63.8% | -14.1% |
| 1Y | +16.2% | +69.4% | -53.2% | -3.0% |
| 3Y | +129.3% | +55.9% | +73.4% | +89.5% |
| 5Y | +191.7% | +146.2% | +45.6% | +105.2% |
| All | +191.7% | +148.3% | +43.4% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling