+187.4%
CEG vs CVE
+72.1%
+115.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.3% |
| 7D | +8.0% | +2.5% | +5.5% | +7.2% |
| 30D | +12.9% | +16.7% | -3.8% | +7.3% |
| 3M | +13.2% | +9.3% | +3.9% | +9.5% |
| 6M | -7.0% | +43.6% | -50.6% | -19.8% |
| YTD | -15.0% | +93.6% | -108.6% | -35.7% |
| 1Y | -2.7% | +98.8% | -101.5% | -27.9% |
| All | +187.4% | +72.1% | +115.3% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling