+357.1%
PSX vs CVE
+144.4%
+212.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.0% |
| 7D | -0.4% | +0.1% | -0.4% | -0.3% |
| 30D | -8.1% | -10.8% | +2.7% | -3.3% |
| 3M | +15.9% | -4.3% | +20.2% | +18.2% |
| 6M | +49.4% | -1.5% | +50.8% | +49.7% |
| YTD | +104.7% | +70.7% | +33.9% | +60.5% |
| 1Y | +89.1% | +58.1% | +31.0% | +53.3% |
| 3Y | +151.7% | +69.8% | +81.9% | +94.2% |
| 5Y | +298.3% | +148.9% | +149.4% | +156.3% |
| 10Y | +357.1% | +143.5% | +213.5% | +108.1% |
| All | +357.1% | +144.4% | +212.6% | +108.1% |
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