+304.2%
CCI vs CVE
+62.8%
+241.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | +2.4% | -14.1% | +16.5% | +4.0% |
| 30D | +33.2% | -11.6% | +44.8% | +34.8% |
| 3M | +25.0% | 0.0% | +24.9% | +24.6% |
| 6M | +4.8% | -8.4% | +13.2% | +5.3% |
| YTD | +6.4% | +65.9% | -59.6% | -0.1% |
| 1Y | +6.5% | +69.4% | -63.0% | -0.2% |
| 3Y | +8.6% | +55.9% | -47.3% | +1.2% |
| 5Y | -35.3% | +146.2% | -181.5% | -44.0% |
| 10Y | +58.2% | +140.6% | -82.4% | +23.1% |
| All | +304.2% | +62.8% | +241.4% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling