+62.6%
CVE vs PPG
+466.0%
-403.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.8% |
| 7D | -10.1% | +0.3% | -10.4% | -10.6% |
| 30D | -12.1% | +20.5% | -32.6% | -21.8% |
| 3M | -1.9% | +5.3% | -7.2% | -6.1% |
| 6M | -1.8% | +15.8% | -17.6% | -13.5% |
| YTD | +65.8% | +24.6% | +41.2% | +35.5% |
| 1Y | +60.8% | +33.6% | +27.2% | +25.3% |
| 3Y | +70.1% | +5.0% | +65.1% | +49.9% |
| 5Y | +134.8% | -14.0% | +148.8% | +124.6% |
| 10Y | +130.1% | +58.2% | +71.9% | +36.5% |
| All | +62.6% | +466.0% | -403.3% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling