+492.8%
CEG vs CVE
+104.7%
+388.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.7% |
| 7D | -9.4% | -14.1% | +4.6% | -5.5% |
| 30D | -20.2% | -11.6% | -8.6% | -17.5% |
| 3M | -9.5% | 0.0% | -9.5% | -10.2% |
| 6M | -25.0% | -8.4% | -16.6% | -24.2% |
| YTD | -31.9% | +65.9% | -97.8% | -44.0% |
| 1Y | -33.7% | +69.4% | -103.1% | -46.2% |
| 3Y | +108.7% | +55.9% | +52.8% | +68.4% |
| All | +492.8% | +104.7% | +388.1% | +343.5% |
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 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