+924.9%
NRG vs CVE
+149.3%
+775.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | +10.0% | +5.9% | +4.0% | +8.7% |
| 30D | -3.2% | -10.9% | +7.6% | -0.8% |
| 3M | -18.5% | -4.5% | -14.0% | -18.0% |
| 6M | -25.3% | -1.0% | -24.3% | -25.7% |
| YTD | -38.1% | +74.7% | -112.9% | -45.9% |
| 1Y | -40.7% | +65.8% | -106.5% | -47.6% |
| 3Y | +121.8% | +73.2% | +48.6% | +91.0% |
| 5Y | +209.2% | +155.6% | +53.6% | +140.7% |
| All | +924.9% | +149.3% | +775.6% | +554.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling