+159.5%
CVE vs PEG
+43.5%
+116.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.2% |
| 7D | +5.9% | +4.5% | +1.4% | +4.4% |
| 30D | -10.9% | +7.5% | -18.4% | -13.1% |
| 3M | -4.5% | +0.8% | -5.4% | -4.9% |
| 6M | -1.0% | 0.0% | -1.0% | -1.4% |
| YTD | +74.7% | -3.0% | +77.8% | +75.2% |
| 1Y | +65.8% | -4.7% | +70.6% | +67.4% |
| 3Y | +73.2% | +36.5% | +36.7% | +47.8% |
| All | +159.5% | +43.5% | +116.0% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling