+161.9%
EQT vs CVE
+63.1%
+98.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -3.8% | -10.0% | +6.1% | -0.2% |
| 30D | -1.3% | -11.9% | +10.6% | +3.1% |
| 3M | -3.5% | -5.9% | +2.4% | -1.9% |
| 6M | -6.5% | -1.6% | -4.9% | -7.0% |
| YTD | -1.8% | +66.3% | -68.1% | -20.1% |
| 1Y | -10.7% | +57.5% | -68.2% | -25.9% |
| 3Y | +38.5% | +65.4% | -26.9% | +10.1% |
| 5Y | +185.2% | +144.2% | +41.1% | +95.9% |
| 10Y | +59.6% | +135.5% | -75.9% | -8.4% |
| All | +161.9% | +63.1% | +98.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling