+201.1%
NRG vs CVE
+327.8%
-126.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +1.3% | +17.5% | -16.2% | -2.9% |
| 3M | -6.0% | +16.2% | -22.2% | -9.9% |
| 6M | -22.0% | +47.8% | -69.7% | -30.5% |
| YTD | -24.1% | +98.5% | -122.6% | -37.9% |
| 1Y | -18.0% | +109.8% | -127.8% | -34.1% |
| 3Y | +220.0% | +75.5% | +144.6% | +159.5% |
| 5Y | +201.1% | +341.6% | -140.5% | +103.4% |
| All | +201.1% | +327.8% | -126.7% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling