+171.2%
ETN vs CVE
+317.2%
-146.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.5% |
| 30D | -7.9% | +16.7% | -24.7% | -10.7% |
| 3M | -1.6% | +9.3% | -10.9% | -3.6% |
| 6M | +16.9% | +43.6% | -26.7% | +7.4% |
| YTD | +30.1% | +93.6% | -63.5% | +11.8% |
| 1Y | +19.3% | +98.8% | -79.5% | +1.7% |
| 3Y | +82.5% | +73.6% | +8.9% | +55.1% |
| All | +171.2% | +317.2% | -146.0% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling