+232.4%
PM vs CVE
+136.1%
+96.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.2% | -16.1% | +10.9% | -3.6% |
| 30D | +2.7% | -10.4% | +13.1% | +3.7% |
| 3M | +6.1% | -2.4% | +8.5% | +6.1% |
| 6M | +18.0% | -4.4% | +22.4% | +18.0% |
| YTD | +26.6% | +64.9% | -38.4% | +19.3% |
| 1Y | +36.7% | +66.0% | -29.3% | +28.6% |
| 3Y | +146.0% | +57.7% | +88.4% | +129.6% |
| 5Y | +164.1% | +144.7% | +19.4% | +128.8% |
| All | +232.4% | +136.1% | +96.3% | +138.8% |
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