-20.5%
NRG vs CVE
+107.3%
-127.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +1.3% | +17.5% | -16.2% | -0.7% |
| 3M | -6.0% | +16.2% | -22.2% | -7.1% |
| 6M | -22.0% | +47.8% | -69.7% | -27.8% |
| YTD | -24.1% | +98.5% | -122.6% | -35.8% |
| All | -20.5% | +107.3% | -127.8% | -33.8% |
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