+1,123.6%
NRG vs CVE
+167.0%
+956.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | +3.9% | +2.0% | +1.9% | +3.4% |
| 30D | -3.0% | +13.2% | -16.2% | -5.7% |
| 3M | -10.9% | +21.7% | -32.6% | -15.0% |
| 6M | -25.3% | +48.4% | -73.6% | -32.2% |
| YTD | -26.8% | +100.1% | -126.9% | -37.9% |
| 1Y | -23.3% | +107.8% | -131.1% | -35.6% |
| 3Y | +208.6% | +76.9% | +131.7% | +163.6% |
| 5Y | +194.1% | +346.2% | -152.1% | +103.1% |
| 10Y | +1,123.6% | +173.5% | +950.1% | +696.3% |
| All | +1,123.6% | +167.0% | +956.6% | +696.3% |
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 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