+770.1%
ENTG vs CVE
+136.7%
+633.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.3% |
| 7D | -7.6% | -10.1% | +2.5% | -5.2% |
| 30D | -15.5% | -12.1% | -3.4% | -12.8% |
| 3M | -7.8% | -1.9% | -6.0% | -7.6% |
| 6M | -5.9% | -1.8% | -4.1% | -6.5% |
| YTD | +66.7% | +65.8% | +1.0% | +44.7% |
| 1Y | +62.1% | +60.8% | +1.2% | +41.5% |
| 3Y | +56.3% | +70.1% | -13.9% | +33.2% |
| 5Y | -3.8% | +134.8% | -138.6% | -24.8% |
| 10Y | +770.1% | +130.1% | +640.0% | +448.1% |
| All | +770.1% | +136.7% | +633.4% | +448.1% |
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