-16.4%
PINS vs CVE
+267.1%
-283.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -12.0% | +2.5% | -14.5% | -12.5% |
| 30D | -12.7% | +16.7% | -29.4% | -15.4% |
| 3M | -5.5% | +9.3% | -14.8% | -7.6% |
| 6M | +5.3% | +43.6% | -38.3% | -2.9% |
| YTD | -21.2% | +93.6% | -114.8% | -32.1% |
| 1Y | -45.0% | +98.8% | -143.8% | -53.0% |
| 3Y | -26.2% | +73.6% | -99.8% | -36.6% |
| 5Y | -64.0% | +312.5% | -376.4% | -74.4% |
| All | -16.4% | +267.1% | -283.5% | -41.1% |
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