+404.2%
PWR vs CVE
+135.1%
+269.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.8% | +9.2% |
| 7D | -4.8% | -10.1% | +5.3% | -1.7% |
| 30D | -16.2% | -12.1% | -4.1% | -13.1% |
| 3M | -11.9% | -1.9% | -10.1% | -11.6% |
| 6M | -20.6% | -1.8% | -18.7% | -20.6% |
| YTD | +40.3% | +65.8% | -25.5% | +20.0% |
| 1Y | +33.0% | +60.8% | -27.8% | +14.6% |
| 3Y | +250.0% | +70.1% | +179.9% | +188.3% |
| 5Y | +404.2% | +134.8% | +269.4% | +269.5% |
| All | +404.2% | +135.1% | +269.0% | +269.5% |
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