+130.4%
PSA vs CVE
+147.6%
-17.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -2.1% | +4.6% | -6.7% | -2.3% |
| 30D | +15.6% | -12.0% | +27.6% | +16.1% |
| 3M | +4.1% | -3.8% | +7.9% | +4.1% |
| 6M | +9.2% | -2.7% | +11.9% | +9.1% |
| YTD | +32.3% | +73.6% | -41.3% | +28.5% |
| 1Y | +26.2% | +62.0% | -35.9% | +22.9% |
| 3Y | +53.7% | +72.7% | -19.1% | +48.1% |
| 5Y | +26.6% | +153.9% | -127.4% | +20.3% |
| All | +130.4% | +147.6% | -17.2% | +111.7% |
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