-18.6%
NRG vs CVE
+99.6%
-118.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.5% |
| 7D | +7.1% | +2.5% | +4.6% | +6.8% |
| 30D | -1.4% | +16.7% | -18.1% | -3.4% |
| 3M | -10.5% | +9.3% | -19.7% | -10.8% |
| 6M | -26.7% | +43.6% | -70.3% | -32.0% |
| YTD | -24.5% | +93.6% | -118.1% | -36.1% |
| 1Y | -18.6% | +98.8% | -117.3% | -32.2% |
| All | -18.6% | +99.6% | -118.2% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling