+69.4%
CVE vs PENG
+73.0%
-3.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.0% | +20.3% | -1.4% |
| 7D | -14.1% | -36.7% | +22.6% | -12.2% |
| 30D | -11.6% | -42.0% | +30.4% | -9.5% |
| 3M | 0.0% | -33.2% | +33.2% | +1.6% |
| 6M | -8.4% | +2.1% | -10.5% | -7.4% |
| YTD | +65.9% | +90.3% | -24.4% | +60.1% |
| 1Y | +69.4% | +67.7% | +1.8% | +63.9% |
| All | +69.4% | +73.0% | -3.5% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling