-50.7%
CCI vs CVE
+317.2%
-367.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.8% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | +2.7% | +16.7% | -14.0% | +1.5% |
| 3M | -18.2% | +9.3% | -27.5% | -18.9% |
| 6M | -14.8% | +43.6% | -58.4% | -17.2% |
| YTD | -12.6% | +93.6% | -106.2% | -16.9% |
| 1Y | -16.7% | +98.8% | -115.5% | -21.0% |
| 3Y | -10.5% | +73.6% | -84.1% | -15.2% |
| All | -50.7% | +317.2% | -367.9% | -54.0% |
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