+135.5%
CVE vs PPG
-16.6%
+152.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -16.1% | +2.4% | -18.5% | -16.6% |
| 30D | -10.4% | +16.5% | -26.8% | -13.2% |
| 3M | -2.4% | +5.1% | -7.5% | -3.6% |
| 6M | -4.4% | +11.1% | -15.6% | -7.8% |
| YTD | +64.9% | +21.7% | +43.3% | +52.6% |
| 1Y | +66.0% | +32.0% | +34.1% | +49.1% |
| 3Y | +57.7% | +2.8% | +54.9% | +50.7% |
| All | +135.5% | -16.6% | +152.2% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling