-28.5%
CEG vs CVE
+67.8%
-96.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | -4.7% | -16.1% | +11.4% | -5.5% |
| 30D | -16.6% | -10.4% | -6.2% | -16.7% |
| 3M | -4.1% | -2.4% | -1.8% | -4.1% |
| 6M | -22.3% | -4.4% | -17.9% | -22.7% |
| YTD | -28.9% | +64.9% | -93.9% | -28.0% |
| 1Y | -28.5% | +66.0% | -94.5% | -28.6% |
| All | -28.5% | +67.8% | -96.3% | -28.6% |
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 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