+698.7%
LNG vs CVE
+136.7%
+562.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -8.6% | -10.1% | +1.5% | -5.2% |
| 30D | +2.4% | -12.1% | +14.5% | +7.0% |
| 3M | +11.5% | -1.9% | +13.4% | +11.9% |
| 6M | +19.2% | -1.8% | +21.1% | +19.3% |
| YTD | +47.6% | +65.8% | -18.2% | +24.1% |
| 1Y | +38.0% | +60.8% | -22.8% | +16.9% |
| 3Y | +71.5% | +70.1% | +1.3% | +38.2% |
| 5Y | +179.2% | +134.8% | +44.5% | +98.0% |
| 10Y | +698.7% | +130.1% | +568.6% | +393.1% |
| All | +698.7% | +136.7% | +562.0% | +393.1% |
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