+192.1%
PM vs CVE
+159.5%
+32.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | -3.4% | +16.7% | -20.1% | -5.0% |
| 3M | +5.2% | +9.3% | -4.1% | +4.0% |
| 6M | +3.7% | +43.6% | -39.9% | -0.5% |
| YTD | +15.8% | +93.6% | -77.8% | +7.5% |
| 1Y | +17.4% | +98.8% | -81.4% | +8.6% |
| 3Y | +116.9% | +73.6% | +43.3% | +100.9% |
| 5Y | +117.3% | +312.5% | -195.2% | +77.3% |
| All | +192.1% | +159.5% | +32.6% | +108.6% |
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