+169.6%
LNG vs CVE
+142.8%
+26.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -15.9% | -16.1% | +0.3% | -9.9% |
| 30D | +2.1% | -10.4% | +12.5% | +6.6% |
| 3M | +4.8% | -2.4% | +7.2% | +5.3% |
| 6M | +6.8% | -4.4% | +11.2% | +7.9% |
| YTD | +44.0% | +64.9% | -20.9% | +18.1% |
| 1Y | +34.9% | +66.0% | -31.1% | +10.0% |
| 3Y | +67.3% | +57.7% | +9.7% | +34.1% |
| All | +169.6% | +142.8% | +26.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling