+1,073.8%
PSX vs CVE
+12.2%
+1,061.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.7% |
| 7D | -9.7% | -14.1% | +4.4% | -3.7% |
| 30D | -8.4% | -11.6% | +3.2% | -3.4% |
| 3M | +22.6% | 0.0% | +22.6% | +22.6% |
| 6M | +38.8% | -8.4% | +47.2% | +43.5% |
| YTD | +95.5% | +65.9% | +29.5% | +56.3% |
| 1Y | +87.1% | +69.4% | +17.7% | +48.3% |
| 3Y | +133.5% | +55.9% | +77.6% | +88.3% |
| 5Y | +280.9% | +146.2% | +134.7% | +149.8% |
| 10Y | +356.6% | +140.6% | +216.0% | +131.5% |
| All | +1,073.8% | +12.2% | +1,061.7% | +645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling