-17.7%
CPNG vs CVE
+72.1%
-89.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -7.4% | +2.5% | -9.9% | -7.8% |
| 30D | -4.4% | +16.7% | -21.2% | -6.7% |
| 3M | -7.5% | +9.3% | -16.8% | -8.8% |
| 6M | -19.9% | +43.6% | -63.5% | -25.3% |
| YTD | -35.2% | +93.6% | -128.8% | -43.1% |
| 1Y | -46.8% | +98.8% | -145.5% | -53.6% |
| All | -17.7% | +72.1% | -89.8% | -32.8% |
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