+800.2%
LNG vs CVE
+149.3%
+651.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +11.3% | +5.9% | +5.4% | +9.2% |
| 30D | +10.6% | -10.9% | +21.5% | +15.0% |
| 3M | +16.1% | -4.5% | +20.6% | +17.6% |
| 6M | +29.6% | -1.0% | +30.5% | +29.3% |
| YTD | +60.3% | +74.7% | -14.4% | +32.4% |
| 1Y | +46.1% | +65.8% | -19.7% | +22.6% |
| 3Y | +85.9% | +73.2% | +12.8% | +49.0% |
| 5Y | +210.8% | +155.6% | +55.2% | +114.5% |
| All | +800.2% | +149.3% | +651.0% | +440.2% |
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