+3,001.8%
PWR vs CVE
+89.9%
+2,911.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.8% |
| 30D | -8.6% | +16.7% | -25.3% | -12.7% |
| 3M | -13.2% | +9.3% | -22.4% | -15.8% |
| 6M | +9.9% | +43.6% | -33.7% | -2.4% |
| YTD | +48.0% | +93.6% | -45.6% | +19.9% |
| 1Y | +66.2% | +98.8% | -32.6% | +33.0% |
| 3Y | +195.1% | +73.6% | +121.5% | +139.8% |
| 5Y | +442.6% | +312.5% | +130.1% | +224.0% |
| 10Y | +2,334.2% | +161.0% | +2,173.2% | +1,254.5% |
| All | +3,001.8% | +89.9% | +2,911.9% | +1,794.5% |
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 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