+64.7%
CCI vs CVE
+132.7%
-68.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +3.2% | -10.0% | +13.2% | +3.9% |
| 30D | +12.2% | -11.9% | +24.0% | +13.2% |
| 3M | +23.1% | -5.9% | +29.1% | +23.5% |
| 6M | +1.3% | -1.6% | +2.8% | +1.1% |
| YTD | +4.5% | +66.3% | -61.8% | 0.0% |
| 1Y | +2.3% | +57.5% | -55.2% | -1.7% |
| 3Y | +9.8% | +65.4% | -55.6% | +4.0% |
| 5Y | -36.5% | +144.2% | -180.7% | -42.4% |
| 10Y | +64.7% | +135.5% | -70.8% | +30.2% |
| All | +64.7% | +132.7% | -68.0% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling