+14,082.1%
LNG vs CVE
+61.8%
+14,020.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -15.9% | -16.1% | +0.3% | -9.3% |
| 30D | +2.1% | -10.4% | +12.5% | +6.9% |
| 3M | +4.8% | -2.4% | +7.2% | +5.4% |
| 6M | +6.8% | -4.4% | +11.2% | +8.0% |
| YTD | +44.0% | +64.9% | -20.9% | +15.0% |
| 1Y | +34.9% | +66.0% | -31.1% | +7.2% |
| 3Y | +67.3% | +57.7% | +9.7% | +29.9% |
| 5Y | +170.1% | +144.7% | +25.4% | +65.4% |
| 10Y | +693.0% | +139.2% | +553.8% | +275.5% |
| All | +14,082.1% | +61.8% | +14,020.2% | +9,133.0% |
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