+46.9%
PM vs CVE
+73.4%
-26.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.2% | +1.6% |
| 7D | +4.3% | -12.1% | +16.3% | +4.4% |
| 30D | +11.5% | -9.8% | +21.3% | +11.5% |
| 3M | +13.0% | -0.7% | +13.8% | +12.7% |
| 6M | +25.9% | -4.3% | +30.2% | +25.7% |
| YTD | +34.0% | +70.6% | -36.6% | +25.4% |
| 1Y | +46.9% | +73.2% | -26.3% | +36.2% |
| All | +46.9% | +73.4% | -26.5% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling