+62.8%
CVE vs PEG
+336.0%
-273.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -14.1% | -0.7% | -13.3% | -13.8% |
| 30D | -11.6% | +1.9% | -13.5% | -12.7% |
| 3M | 0.0% | -2.3% | +2.4% | +0.8% |
| 6M | -8.4% | -6.7% | -1.7% | -5.7% |
| YTD | +65.9% | -6.6% | +72.5% | +69.7% |
| 1Y | +69.4% | -5.3% | +74.7% | +71.9% |
| 3Y | +55.9% | +26.8% | +29.1% | +30.8% |
| 5Y | +146.2% | +34.7% | +111.5% | +95.1% |
| 10Y | +140.6% | +151.8% | -11.2% | +31.0% |
| All | +62.8% | +336.0% | -273.3% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling