+101.0%
PSA vs CVE
+159.5%
-58.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -3.7% | +2.5% | -6.2% | -3.8% |
| 30D | -7.7% | +16.7% | -24.5% | -8.3% |
| 3M | -0.6% | +9.3% | -9.9% | -1.0% |
| 6M | -0.9% | +43.6% | -44.5% | -2.7% |
| YTD | +18.7% | +93.6% | -74.9% | +14.9% |
| 1Y | +7.6% | +98.8% | -91.1% | +4.1% |
| 3Y | +23.7% | +73.6% | -49.9% | +19.4% |
| 5Y | +13.7% | +312.5% | -298.8% | +6.9% |
| All | +101.0% | +159.5% | -58.5% | +79.1% |
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