-4.0%
PPL vs CVE
-3.1%
-0.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.7% | -0.4% |
| 7D | +1.8% | -12.1% | +13.9% | +1.0% |
| 30D | +8.4% | -9.8% | +18.2% | +7.6% |
| 3M | +2.4% | -0.7% | +3.1% | +2.1% |
| 6M | -4.0% | -4.3% | +0.4% | -4.9% |
| All | -4.0% | -3.1% | -0.8% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling