+2,428.8%
PWR vs CVE
+62.8%
+2,366.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.7% | -9.6% | -11.5% |
| 7D | -19.9% | -14.1% | -5.8% | -16.0% |
| 30D | -29.3% | -11.6% | -17.6% | -26.6% |
| 3M | -25.5% | 0.0% | -25.5% | -25.6% |
| 6M | -34.0% | -8.4% | -25.6% | -32.8% |
| YTD | +20.7% | +65.9% | -45.2% | +2.2% |
| 1Y | +12.3% | +69.4% | -57.1% | -5.7% |
| 3Y | +201.9% | +55.9% | +146.0% | +153.1% |
| 5Y | +336.8% | +146.2% | +190.6% | +205.7% |
| 10Y | +1,748.9% | +140.6% | +1,608.2% | +949.5% |
| All | +2,428.8% | +62.8% | +2,366.0% | +1,515.3% |
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