+254.1%
CVE vs PENG
+705.8%
-451.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.1% | +1.5% | -6.2% |
| 7D | -12.1% | -20.5% | +8.4% | -9.0% |
| 30D | -9.8% | -20.4% | +10.6% | -7.4% |
| 3M | -0.7% | -16.4% | +15.7% | +0.3% |
| 6M | -4.3% | +49.2% | -53.5% | -16.1% |
| YTD | +70.6% | +147.2% | -76.6% | +34.5% |
| 1Y | +73.2% | +124.7% | -51.5% | +38.5% |
| 3Y | +60.3% | +230.3% | -169.9% | +12.5% |
| 5Y | +159.3% | +71.4% | +87.9% | +91.8% |
| All | +254.1% | +705.8% | -451.8% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling