-36.9%
CCI vs CVE
+142.8%
-179.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -0.1% | -16.1% | +16.0% | +1.1% |
| 30D | +28.4% | -10.4% | +38.8% | +29.3% |
| 3M | +20.0% | -2.4% | +22.3% | +19.9% |
| 6M | +0.8% | -4.4% | +5.2% | +0.7% |
| YTD | +3.6% | +64.9% | -61.3% | -0.9% |
| 1Y | +6.1% | +66.0% | -59.9% | +1.5% |
| 3Y | +7.2% | +57.7% | -50.4% | +1.6% |
| All | -36.9% | +142.8% | -179.7% | -41.9% |
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