+135.5%
CVE vs PEG
+159.1%
-23.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -10.0% | +2.6% | -12.6% | -11.2% |
| 30D | -11.9% | +3.3% | -15.2% | -13.5% |
| 3M | -5.9% | +1.1% | -7.0% | -6.8% |
| 6M | -1.6% | -1.4% | -0.1% | -1.7% |
| YTD | +66.3% | -4.6% | +70.8% | +68.1% |
| 1Y | +57.5% | -7.2% | +64.7% | +61.5% |
| 3Y | +65.4% | +33.7% | +31.7% | +34.7% |
| 5Y | +144.2% | +40.8% | +103.3% | +88.7% |
| 10Y | +135.5% | +162.8% | -27.3% | +60.7% |
| All | +135.5% | +159.1% | -23.6% | +60.7% |
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