+139.8%
CNP vs CVE
+136.7%
+3.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -4.3% | -10.1% | +5.8% | -2.8% |
| 30D | +5.7% | -12.1% | +17.8% | +7.6% |
| 3M | +0.9% | -1.9% | +2.8% | +0.9% |
| 6M | -1.1% | -1.8% | +0.8% | -1.4% |
| YTD | +8.3% | +65.8% | -57.5% | -0.7% |
| 1Y | +5.9% | +60.8% | -54.9% | -2.5% |
| 3Y | +64.6% | +70.1% | -5.5% | +47.2% |
| 5Y | +74.6% | +134.8% | -60.2% | +42.9% |
| 10Y | +139.8% | +130.1% | +9.8% | +58.0% |
| All | +139.8% | +136.7% | +3.2% | +58.0% |
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