+63.1%
CVE vs PENG
+228.7%
-165.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.1% | +1.5% | -6.7% |
| 7D | -12.1% | -20.5% | +8.4% | -10.1% |
| 30D | -9.8% | -20.4% | +10.6% | -8.3% |
| 3M | -0.7% | -16.4% | +15.7% | 0.0% |
| 6M | -4.3% | +49.2% | -53.5% | -13.2% |
| YTD | +70.6% | +147.2% | -76.6% | +41.7% |
| 1Y | +73.2% | +124.7% | -51.5% | +45.7% |
| All | +63.1% | +228.7% | -165.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling