+368.4%
PSX vs CVE
+159.5%
+209.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +4.5% | +2.5% | +2.0% | +3.4% |
| 30D | +26.6% | +16.7% | +9.9% | +18.4% |
| 3M | +39.3% | +9.3% | +30.0% | +33.5% |
| 6M | +56.8% | +43.6% | +13.2% | +33.4% |
| YTD | +101.8% | +93.6% | +8.2% | +50.0% |
| 1Y | +99.6% | +98.8% | +0.9% | +46.3% |
| 3Y | +140.3% | +73.6% | +66.8% | +83.2% |
| 5Y | +339.3% | +312.5% | +26.9% | +130.6% |
| All | +368.4% | +159.5% | +209.0% | +104.2% |
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 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