-36.3%
CCI vs CVE
+158.6%
-195.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +2.5% | +5.9% | -3.4% | +2.1% |
| 30D | +14.4% | -10.9% | +25.3% | +15.3% |
| 3M | +21.7% | -4.5% | +26.2% | +21.9% |
| 6M | +4.0% | -1.0% | +5.0% | +3.7% |
| YTD | +6.2% | +74.7% | -68.5% | +1.2% |
| 1Y | +5.4% | +65.8% | -60.4% | +0.8% |
| 3Y | +11.7% | +73.2% | -61.4% | +5.1% |
| All | -36.3% | +158.6% | -195.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling