+679.1%
LNG vs CVE
+135.5%
+543.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -15.9% | -16.1% | +0.3% | -10.7% |
| 30D | +2.1% | -10.4% | +12.5% | +5.9% |
| 3M | +4.8% | -2.4% | +7.2% | +5.3% |
| 6M | +6.8% | -4.4% | +11.2% | +7.8% |
| YTD | +44.0% | +64.9% | -20.9% | +21.2% |
| 1Y | +34.9% | +66.0% | -31.1% | +13.1% |
| 3Y | +67.3% | +57.7% | +9.7% | +38.2% |
| 5Y | +170.1% | +144.7% | +25.4% | +89.0% |
| All | +679.1% | +135.5% | +543.6% | +381.8% |
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