+428.8%
CNQ vs CVE
+94.7%
+334.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | -0.9% |
| 7D | -1.8% | +0.2% | -1.9% | -1.9% |
| 30D | +11.8% | +17.5% | -5.6% | +0.1% |
| 3M | +11.1% | +16.2% | -5.1% | +0.1% |
| 6M | +12.1% | +47.8% | -35.7% | -14.2% |
| YTD | +53.4% | +98.5% | -45.1% | -4.3% |
| 1Y | +71.4% | +109.8% | -38.4% | +2.6% |
| 3Y | +75.8% | +75.5% | +0.3% | +16.3% |
| 5Y | +286.0% | +341.6% | -55.6% | +30.2% |
| 10Y | +400.8% | +159.8% | +241.0% | +86.0% |
| All | +428.8% | +94.7% | +334.1% | +145.5% |
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