+518.2%
CEG vs CVE
+103.5%
+414.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -4.7% | -16.1% | +11.4% | +0.1% |
| 30D | -16.6% | -10.4% | -6.2% | -14.1% |
| 3M | -4.1% | -2.4% | -1.8% | -4.2% |
| 6M | -22.3% | -4.4% | -17.9% | -22.6% |
| YTD | -28.9% | +64.9% | -93.9% | -41.5% |
| 1Y | -28.5% | +66.0% | -94.5% | -41.6% |
| 3Y | +104.3% | +57.7% | +46.6% | +64.4% |
| All | +518.2% | +103.5% | +414.7% | +363.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling