+14,798.9%
LNG vs CVE
+89.9%
+14,709.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +3.4% | +2.5% | +0.9% | +2.3% |
| 30D | +14.9% | +16.7% | -1.9% | +7.4% |
| 3M | +21.4% | +9.3% | +12.1% | +16.3% |
| 6M | +17.8% | +43.6% | -25.8% | +0.5% |
| YTD | +51.3% | +93.6% | -42.3% | +13.3% |
| 1Y | +24.4% | +98.8% | -74.3% | -8.4% |
| 3Y | +79.7% | +73.6% | +6.1% | +34.5% |
| 5Y | +241.3% | +312.5% | -71.2% | +66.7% |
| 10Y | +603.1% | +161.0% | +442.1% | +226.4% |
| All | +14,798.9% | +89.9% | +14,709.0% | +8,992.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling