+705.0%
ETN vs CVE
+167.0%
+538.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | +6.2% | +2.0% | +4.3% | +5.8% |
| 30D | -6.7% | +13.2% | -19.9% | -9.4% |
| 3M | +3.6% | +21.7% | -18.1% | -1.5% |
| 6M | +18.3% | +48.4% | -30.1% | +6.7% |
| YTD | +31.5% | +100.1% | -68.7% | +10.2% |
| 1Y | +20.6% | +107.8% | -87.3% | -0.1% |
| 3Y | +82.5% | +76.9% | +5.6% | +53.8% |
| 5Y | +177.8% | +346.2% | -168.4% | +79.7% |
| 10Y | +705.0% | +173.5% | +531.5% | +344.3% |
| All | +705.0% | +167.0% | +538.1% | +344.3% |
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