+107.8%
CVE vs PPG
-0.7%
+108.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | -0.1% |
| 7D | +2.0% | -3.7% | +5.7% | +0.6% |
| 30D | +13.2% | -7.2% | +20.4% | +10.3% |
| 3M | +21.7% | -7.3% | +29.0% | +19.1% |
| 6M | +48.4% | +0.3% | +48.1% | +49.6% |
| YTD | +100.1% | +6.5% | +93.6% | +104.0% |
| 1Y | +107.8% | +0.5% | +107.3% | +104.8% |
| All | +107.8% | -0.7% | +108.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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