+320.2%
CVE vs PPG
-16.3%
+336.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | +2.5% | -1.5% | +4.0% | +2.8% |
| 30D | +16.7% | -5.0% | +21.7% | +17.8% |
| 3M | +9.3% | +1.1% | +8.1% | +7.8% |
| 6M | +43.6% | -3.2% | +46.8% | +42.7% |
| YTD | +93.6% | +11.9% | +81.7% | +82.5% |
| 1Y | +98.8% | +5.3% | +93.4% | +90.7% |
| 3Y | +73.6% | -15.0% | +88.6% | +74.8% |
| All | +320.2% | -16.3% | +336.4% | +318.0% |
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