+244.4%
CVE vs PENG
+520.3%
-276.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.0% | +20.3% | +1.0% |
| 7D | -14.1% | -36.7% | +22.6% | -8.1% |
| 30D | -11.6% | -42.0% | +30.4% | -4.8% |
| 3M | 0.0% | -33.2% | +33.2% | +4.3% |
| 6M | -8.4% | +2.1% | -10.5% | -14.6% |
| YTD | +65.9% | +90.3% | -24.4% | +35.8% |
| 1Y | +69.4% | +67.7% | +1.8% | +41.6% |
| 3Y | +55.9% | +154.2% | -98.3% | +13.6% |
| 5Y | +146.2% | +28.3% | +117.9% | +90.3% |
| All | +244.4% | +520.3% | -276.0% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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