+142.0%
CNP vs CVE
+149.3%
-7.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | +5.9% | -4.6% | +0.4% |
| 30D | +3.8% | -10.9% | +14.7% | +5.4% |
| 3M | +2.4% | -4.5% | +6.9% | +2.8% |
| 6M | -1.2% | -1.0% | -0.2% | -1.7% |
| YTD | +9.3% | +74.7% | -65.5% | -0.6% |
| 1Y | +6.4% | +65.8% | -59.4% | -2.5% |
| 3Y | +66.4% | +73.2% | -6.8% | +48.5% |
| 5Y | +75.7% | +155.6% | -79.9% | +41.8% |
| All | +142.0% | +149.3% | -7.3% | +58.2% |
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