+58.4%
CNP vs CVE
+54.6%
+3.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.5% |
| 7D | -5.3% | -14.1% | +8.8% | -4.9% |
| 30D | +3.7% | -11.6% | +15.3% | +4.0% |
| 3M | -1.1% | 0.0% | -1.1% | -1.2% |
| 6M | -7.1% | -8.4% | +1.3% | -7.0% |
| YTD | +6.0% | +65.9% | -59.9% | +3.7% |
| 1Y | +5.2% | +69.4% | -64.2% | +2.9% |
| All | +58.4% | +54.6% | +3.8% | +51.4% |
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