+64.2%
CNP vs CVE
+68.0%
-3.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -3.0% | -10.0% | +7.0% | -2.7% |
| 30D | +6.8% | -11.9% | +18.7% | +7.2% |
| 3M | +3.6% | -5.9% | +9.6% | +3.7% |
| 6M | 0.0% | -1.6% | +1.5% | -0.2% |
| YTD | +9.4% | +66.3% | -56.9% | +7.2% |
| 1Y | +6.8% | +57.5% | -50.7% | +4.8% |
| 3Y | +64.2% | +65.4% | -1.3% | +54.4% |
| All | +64.2% | +68.0% | -3.9% | +54.4% |
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