+766.5%
PM vs CVE
+62.8%
+703.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.3% |
| 7D | -3.4% | -14.1% | +10.7% | -1.7% |
| 30D | +5.8% | -11.6% | +17.4% | +7.2% |
| 3M | +6.7% | 0.0% | +6.6% | +6.3% |
| 6M | +19.9% | -8.4% | +28.3% | +20.5% |
| YTD | +27.8% | +65.9% | -38.1% | +19.2% |
| 1Y | +39.4% | +69.4% | -30.0% | +29.6% |
| 3Y | +146.9% | +55.9% | +91.0% | +128.3% |
| 5Y | +166.6% | +146.2% | +20.5% | +126.2% |
| 10Y | +242.1% | +140.6% | +101.4% | +154.7% |
| All | +766.5% | +62.8% | +703.7% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling