+137.3%
CNP vs CVE
+159.5%
-22.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | -1.8% | +16.7% | -18.6% | -4.1% |
| 3M | -4.6% | +9.3% | -13.9% | -6.2% |
| 6M | -8.8% | +43.6% | -52.4% | -14.2% |
| YTD | +5.2% | +93.6% | -88.4% | -5.5% |
| 1Y | +8.3% | +98.8% | -90.4% | -3.4% |
| 3Y | +54.9% | +73.6% | -18.7% | +38.6% |
| 5Y | +73.5% | +312.5% | -239.0% | +28.9% |
| All | +137.3% | +159.5% | -22.1% | +54.5% |
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 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