+281.6%
PEP vs CVE
+62.8%
+218.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.4% |
| 7D | +6.7% | -14.1% | +20.7% | +7.7% |
| 30D | +13.5% | -11.6% | +25.1% | +14.4% |
| 3M | +3.9% | 0.0% | +3.9% | +3.8% |
| 6M | -6.0% | -8.4% | +2.4% | -5.7% |
| YTD | +2.5% | +65.9% | -63.4% | -1.7% |
| 1Y | +3.9% | +69.4% | -65.5% | -0.5% |
| 3Y | -4.7% | +55.9% | -60.6% | -9.0% |
| 5Y | +1.1% | +146.2% | -145.1% | -8.6% |
| 10Y | +83.8% | +140.6% | -56.8% | +54.5% |
| All | +281.6% | +62.8% | +218.9% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling