+253.6%
PH vs CVE
+317.2%
-63.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -3.1% | +2.5% | -5.6% | -3.7% |
| 30D | -3.2% | +16.7% | -20.0% | -7.0% |
| 3M | +10.6% | +9.3% | +1.3% | +7.5% |
| 6M | -2.1% | +43.6% | -45.7% | -12.7% |
| YTD | +10.2% | +93.6% | -83.4% | -10.3% |
| 1Y | +28.2% | +98.8% | -70.5% | +3.1% |
| 3Y | +134.9% | +73.6% | +61.3% | +90.1% |
| All | +253.6% | +317.2% | -63.6% | +115.8% |
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