+65.4%
CCI vs CVE
+144.4%
-79.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | +9.9% | -10.8% | +20.8% | +10.8% |
| 3M | +22.7% | -4.3% | +27.0% | +22.9% |
| 6M | +0.8% | -1.5% | +2.3% | +0.6% |
| YTD | +4.1% | +70.7% | -66.6% | -0.5% |
| 1Y | -0.6% | +58.1% | -58.7% | -4.6% |
| 3Y | +9.4% | +69.8% | -60.4% | +3.5% |
| 5Y | -36.8% | +148.9% | -185.8% | -42.8% |
| 10Y | +65.4% | +143.5% | -78.1% | +30.6% |
| All | +65.4% | +144.4% | -79.0% | +30.6% |
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