+213.6%
LNG vs CVE
+158.6%
+54.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +11.3% | +5.9% | +5.4% | +8.9% |
| 30D | +10.6% | -10.9% | +21.5% | +15.7% |
| 3M | +16.1% | -4.5% | +20.6% | +17.8% |
| 6M | +29.6% | -1.0% | +30.5% | +29.1% |
| YTD | +60.3% | +74.7% | -14.4% | +28.6% |
| 1Y | +46.1% | +65.8% | -19.7% | +19.3% |
| 3Y | +85.9% | +73.2% | +12.8% | +43.6% |
| All | +213.6% | +158.6% | +54.9% | +94.3% |
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