-66.7%
CPNG vs CVE
+268.6%
-335.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +11.7% | -10.1% | +21.8% | +13.2% |
| 30D | +3.8% | -12.1% | +15.9% | +5.4% |
| 3M | +1.2% | -1.9% | +3.0% | +0.6% |
| 6M | -3.3% | -1.8% | -1.5% | -4.3% |
| YTD | -30.4% | +65.8% | -96.2% | -37.7% |
| 1Y | -43.1% | +60.8% | -104.0% | -48.9% |
| 3Y | +8.2% | +70.1% | -61.9% | -5.9% |
| 5Y | -44.7% | +134.8% | -179.5% | -52.7% |
| All | -66.7% | +268.6% | -335.3% | -73.2% |
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