The party line is that energy is not conserved at cosmological scales. However, it's more of a semantic question: We can tell you exactly by how much it gets violated (that's basically the first Friedmann equation), and if you prefer, you can attribute the missing energy to the gravitational field. A lot of physicists don't like that approach as it isn't possible to write down a corresponding stress-energy tensor, ie gravitational energy cannot be properly localized.