-2.6%
PEP vs CVE
+99.6%
-102.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -2.4% | +2.5% | -4.9% | -2.4% |
| 30D | -0.8% | +16.7% | -17.6% | -0.7% |
| 3M | -2.2% | +9.3% | -11.4% | -2.0% |
| 6M | -14.4% | +43.6% | -58.0% | -14.9% |
| YTD | -2.2% | +93.6% | -95.8% | -3.8% |
| 1Y | -2.6% | +98.8% | -101.3% | -3.4% |
| All | -2.6% | +99.6% | -102.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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