-22.3%
PINS vs CVE
+212.8%
-235.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -2.1% | -16.1% | +14.1% | +1.0% |
| 30D | -6.6% | -10.4% | +3.7% | -5.0% |
| 3M | -18.7% | -2.4% | -16.4% | -19.0% |
| 6M | -10.4% | -4.4% | -6.0% | -10.7% |
| YTD | -26.8% | +64.9% | -91.7% | -35.3% |
| 1Y | -27.9% | +66.0% | -93.9% | -36.4% |
| 3Y | -38.7% | +57.7% | -96.3% | -46.5% |
| 5Y | -59.0% | +144.7% | -203.7% | -68.0% |
| All | -22.3% | +212.8% | -235.1% | -43.8% |
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 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