+130.1%
CVE vs PEG
+155.4%
-25.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.2% |
| 7D | -10.1% | +0.9% | -10.9% | -10.5% |
| 30D | -12.1% | +3.8% | -15.9% | -13.9% |
| 3M | -1.9% | +0.1% | -1.9% | -2.3% |
| 6M | -1.8% | -1.0% | -0.9% | -2.2% |
| YTD | +65.8% | -4.1% | +69.9% | +67.2% |
| 1Y | +60.8% | -6.9% | +67.7% | +64.6% |
| 3Y | +70.1% | +35.6% | +34.5% | +37.4% |
| 5Y | +134.8% | +42.8% | +92.0% | +79.9% |
| 10Y | +130.1% | +160.2% | -30.1% | +53.5% |
| All | +130.1% | +155.4% | -25.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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