+132.7%
PSA vs CVE
+136.7%
-4.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.5% | -10.1% | +11.5% | +1.9% |
| 30D | +16.7% | -12.1% | +28.8% | +17.2% |
| 3M | +4.0% | -1.9% | +5.9% | +4.0% |
| 6M | +10.9% | -1.8% | +12.7% | +10.7% |
| YTD | +34.2% | +65.8% | -31.6% | +30.6% |
| 1Y | +26.6% | +60.8% | -34.2% | +23.4% |
| 3Y | +54.7% | +70.1% | -15.4% | +49.2% |
| 5Y | +30.0% | +134.8% | -104.7% | +23.9% |
| 10Y | +132.7% | +130.1% | +2.6% | +113.4% |
| All | +132.7% | +136.7% | -4.0% | +113.4% |
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