+442.3%
NRG vs CVE
+67.5%
+374.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +17.1% | +0.1% | +17.0% | +17.1% |
| 30D | -7.9% | -10.8% | +2.9% | -5.0% |
| 3M | -18.2% | -4.3% | -13.9% | -17.6% |
| 6M | -28.4% | -1.5% | -26.9% | -28.9% |
| YTD | -37.9% | +70.7% | -108.6% | -47.2% |
| 1Y | -39.2% | +58.1% | -97.3% | -47.4% |
| 3Y | +125.3% | +69.8% | +55.5% | +87.9% |
| 5Y | +215.7% | +148.9% | +66.8% | +127.9% |
| 10Y | +985.8% | +143.5% | +842.3% | +541.2% |
| All | +442.3% | +67.5% | +374.8% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling