+280.9%
PSX vs CVE
+148.3%
+132.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.4% |
| 7D | -9.7% | -14.1% | +4.4% | -2.1% |
| 30D | -8.4% | -11.6% | +3.2% | -2.1% |
| 3M | +22.6% | 0.0% | +22.6% | +22.6% |
| 6M | +38.8% | -8.4% | +47.2% | +44.4% |
| YTD | +95.5% | +65.9% | +29.5% | +46.9% |
| 1Y | +87.1% | +69.4% | +17.7% | +38.9% |
| 3Y | +133.5% | +55.9% | +77.6% | +75.3% |
| 5Y | +280.9% | +146.2% | +134.7% | +116.9% |
| All | +280.9% | +148.3% | +132.5% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling