+277.8%
PSX vs CVE
+142.8%
+135.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | -13.1% | -16.1% | +3.0% | -4.6% |
| 30D | -9.5% | -10.4% | +0.8% | -4.0% |
| 3M | +20.2% | -2.4% | +22.6% | +21.7% |
| 6M | +44.9% | -4.4% | +49.3% | +47.4% |
| YTD | +94.4% | +64.9% | +29.5% | +46.5% |
| 1Y | +83.1% | +66.0% | +17.0% | +37.2% |
| 3Y | +132.2% | +57.7% | +74.5% | +73.2% |
| All | +277.8% | +142.8% | +135.0% | +119.3% |
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