+267.6%
PM vs CVE
+143.5%
+124.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.8% |
| 7D | -7.1% | +0.1% | -7.1% | -7.1% |
| 30D | -2.8% | -10.8% | +8.0% | -1.8% |
| 3M | +6.3% | -4.3% | +10.7% | +6.6% |
| 6M | +9.6% | -1.5% | +11.1% | +9.3% |
| YTD | +25.6% | +70.7% | -45.1% | +18.0% |
| 1Y | +29.7% | +58.1% | -28.4% | +22.7% |
| 3Y | +147.6% | +69.8% | +77.7% | +129.3% |
| 5Y | +160.1% | +148.9% | +11.2% | +125.1% |
| All | +267.6% | +143.5% | +124.1% | +165.8% |
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