+232.2%
CCI vs CVE
+89.9%
+142.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | -0.4% | +2.5% | -2.9% | -0.7% |
| 30D | +2.7% | +16.7% | -14.0% | +0.9% |
| 3M | -18.2% | +9.3% | -27.5% | -19.2% |
| 6M | -14.8% | +43.6% | -58.4% | -18.4% |
| YTD | -12.6% | +93.6% | -106.2% | -19.1% |
| 1Y | -16.7% | +98.8% | -115.5% | -23.3% |
| 3Y | -10.5% | +73.6% | -84.1% | -17.4% |
| 5Y | -51.4% | +312.5% | -363.9% | -60.4% |
| 10Y | +20.0% | +161.0% | -141.0% | -6.8% |
| All | +232.2% | +89.9% | +142.3% | +148.8% |
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