+135.5%
CVE vs PEG
+33.6%
+102.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -16.1% | -2.3% | -13.9% | -15.5% |
| 30D | -10.4% | +1.2% | -11.6% | -10.9% |
| 3M | -2.4% | -2.4% | 0.0% | -1.8% |
| 6M | -4.4% | -6.9% | +2.4% | -2.5% |
| YTD | +64.9% | -7.2% | +72.2% | +67.8% |
| 1Y | +66.0% | -8.9% | +74.9% | +70.0% |
| 3Y | +57.7% | +27.1% | +30.5% | +38.6% |
| All | +135.5% | +33.6% | +102.0% | +90.0% |
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