+35.4%
EQT vs CVE
+75.1%
-39.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +6.6% | +17.5% | -10.9% | +0.6% |
| 3M | +4.4% | +16.2% | -11.8% | -1.5% |
| 6M | -10.5% | +47.8% | -58.3% | -23.0% |
| YTD | +3.7% | +98.5% | -94.7% | -20.7% |
| 1Y | +9.9% | +109.8% | -99.9% | -17.9% |
| 3Y | +35.4% | +75.5% | -40.1% | +7.9% |
| All | +35.4% | +75.1% | -39.8% | +7.9% |
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