+58.1%
EQT vs CVE
+149.3%
-91.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +6.9% | +5.9% | +1.0% | +4.9% |
| 30D | +0.4% | -10.9% | +11.3% | +3.9% |
| 3M | -2.0% | -4.5% | +2.5% | -1.0% |
| 6M | -5.0% | -1.0% | -4.0% | -5.5% |
| YTD | -0.3% | +74.7% | -75.0% | -18.1% |
| 1Y | -11.3% | +65.8% | -77.1% | -25.9% |
| 3Y | +38.3% | +73.2% | -34.9% | +11.5% |
| 5Y | +166.4% | +155.6% | +10.8% | +91.7% |
| All | +58.1% | +149.3% | -91.2% | -5.5% |
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 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