+2,586.9%
PWR vs CVE
+61.8%
+2,525.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.4% |
| 7D | -12.9% | -16.1% | +3.3% | -8.0% |
| 30D | -22.8% | -10.4% | -12.5% | -20.3% |
| 3M | -19.0% | -2.4% | -16.6% | -18.6% |
| 6M | -31.1% | -4.4% | -26.7% | -30.7% |
| YTD | +28.2% | +64.9% | -36.7% | +8.8% |
| 1Y | +22.2% | +66.0% | -43.8% | +3.3% |
| 3Y | +222.1% | +57.7% | +164.5% | +169.2% |
| 5Y | +364.1% | +144.7% | +219.3% | +225.4% |
| 10Y | +1,864.5% | +139.2% | +1,725.3% | +1,017.0% |
| All | +2,586.9% | +61.8% | +2,525.1% | +1,619.1% |
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