+159.0%
PM vs CVE
+136.5%
+22.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -6.6% | -10.0% | +3.4% | -6.2% |
| 30D | -3.4% | -11.9% | +8.4% | -2.9% |
| 3M | +5.3% | -5.9% | +11.3% | +5.5% |
| 6M | +15.5% | -1.6% | +17.1% | +15.3% |
| YTD | +24.3% | +66.3% | -42.0% | +20.0% |
| 1Y | +29.7% | +57.5% | -27.8% | +25.6% |
| 3Y | +144.9% | +65.4% | +79.5% | +134.4% |
| 5Y | +159.0% | +144.2% | +14.9% | +136.9% |
| All | +159.0% | +136.5% | +22.5% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling