+86.4%
LNG vs CVE
+73.1%
+13.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +10.9% | +4.6% | +6.3% | +9.3% |
| 30D | +8.1% | -12.0% | +20.1% | +12.6% |
| 3M | +15.7% | -3.8% | +19.5% | +16.8% |
| 6M | +27.2% | -2.7% | +30.0% | +27.5% |
| YTD | +60.7% | +73.6% | -12.9% | +37.5% |
| 1Y | +46.3% | +62.0% | -15.7% | +27.3% |
| All | +86.4% | +73.1% | +13.3% | +53.8% |
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