+35.0%
PWR vs CVE
+61.2%
-26.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +19.1% | +4.6% | +14.4% | +17.8% |
| 30D | -12.0% | -12.0% | 0.0% | -9.8% |
| 3M | -10.6% | -3.8% | -6.8% | -9.8% |
| 6M | -20.8% | -2.7% | -18.1% | -20.2% |
| YTD | +43.7% | +73.6% | -29.9% | +33.0% |
| 1Y | +35.0% | +62.0% | -27.0% | +26.4% |
| All | +35.0% | +61.2% | -26.2% | +26.4% |
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 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