+80.9%
LNG vs CVE
+72.1%
+8.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.6% |
| 30D | +14.9% | +16.7% | -1.9% | +9.0% |
| 3M | +21.4% | +9.3% | +12.1% | +17.3% |
| 6M | +17.8% | +43.6% | -25.8% | +4.9% |
| YTD | +51.3% | +93.6% | -42.3% | +23.7% |
| 1Y | +24.4% | +98.8% | -74.3% | +0.6% |
| All | +80.9% | +72.1% | +8.9% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling