+162.3%
CVE vs PEG
+140.6%
+21.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +16.7% | -2.4% | +19.2% | +18.1% |
| 3M | +9.3% | -4.8% | +14.1% | +11.6% |
| 6M | +43.6% | -10.7% | +54.3% | +50.9% |
| YTD | +93.6% | -6.7% | +100.3% | +98.6% |
| 1Y | +98.8% | -6.8% | +105.6% | +103.6% |
| 3Y | +73.6% | +34.5% | +39.1% | +41.1% |
| 5Y | +312.5% | +35.8% | +276.7% | +226.5% |
| All | +162.3% | +140.6% | +21.7% | +69.6% |
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