+301.8%
CVE vs PENG
+762.7%
-460.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.4% |
| 7D | +2.5% | +4.5% | -2.0% | +1.7% |
| 30D | +16.7% | -7.1% | +23.8% | +17.7% |
| 3M | +9.3% | -27.3% | +36.5% | +12.0% |
| 6M | +43.6% | +169.6% | -126.0% | +13.8% |
| YTD | +93.6% | +164.6% | -71.0% | +53.3% |
| 1Y | +98.8% | +109.5% | -10.7% | +62.9% |
| 3Y | +73.6% | +98.9% | -25.3% | +32.2% |
| 5Y | +312.5% | +116.3% | +196.2% | +193.9% |
| All | +301.8% | +762.7% | -460.9% | +177.9% |
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