+471.5%
CNP vs CVE
+62.8%
+408.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.1% |
| 7D | -5.3% | -14.1% | +8.8% | -2.9% |
| 30D | +3.7% | -11.6% | +15.3% | +5.7% |
| 3M | -1.1% | 0.0% | -1.1% | -1.4% |
| 6M | -7.1% | -8.4% | +1.3% | -6.4% |
| YTD | +6.0% | +65.9% | -59.9% | -4.1% |
| 1Y | +5.2% | +69.4% | -64.2% | -5.3% |
| 3Y | +57.5% | +55.9% | +1.6% | +40.7% |
| 5Y | +70.0% | +146.2% | -76.1% | +33.9% |
| 10Y | +137.8% | +140.6% | -2.9% | +58.1% |
| All | +471.5% | +62.8% | +408.7% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling