+721.8%
ENTG vs CVE
+136.1%
+585.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -17.1% | -16.1% | -1.0% | -13.6% |
| 30D | -23.0% | -10.4% | -12.6% | -21.0% |
| 3M | -10.2% | -2.4% | -7.9% | -9.9% |
| 6M | -17.8% | -4.4% | -13.3% | -17.8% |
| YTD | +52.4% | +64.9% | -12.6% | +32.3% |
| 1Y | +49.8% | +66.0% | -16.2% | +29.7% |
| 3Y | +42.1% | +57.7% | -15.5% | +23.1% |
| 5Y | -10.2% | +144.7% | -155.0% | -30.4% |
| All | +721.8% | +136.1% | +585.7% | +421.3% |
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 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