+336.8%
PWR vs CVE
+148.3%
+188.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.7% | -9.6% | -11.5% |
| 7D | -19.9% | -14.1% | -5.8% | -16.3% |
| 30D | -29.3% | -11.6% | -17.6% | -26.7% |
| 3M | -25.5% | 0.0% | -25.5% | -25.5% |
| 6M | -34.0% | -8.4% | -25.6% | -32.8% |
| YTD | +20.7% | +65.9% | -45.2% | +3.3% |
| 1Y | +12.3% | +69.4% | -57.1% | -4.7% |
| 3Y | +201.9% | +55.9% | +146.0% | +154.9% |
| 5Y | +336.8% | +146.2% | +190.6% | +213.0% |
| All | +336.8% | +148.3% | +188.4% | +213.0% |
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