-25.9%
CCJ vs CVE
+73.4%
-99.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | -1.0% |
| 7D | -14.5% | -12.1% | -2.4% | -14.2% |
| 30D | -18.1% | -9.8% | -8.3% | -17.8% |
| 3M | -23.0% | -0.7% | -22.3% | -23.3% |
| 6M | -39.4% | -4.3% | -35.1% | -39.4% |
| YTD | -21.7% | +70.6% | -92.2% | -33.8% |
| 1Y | -25.9% | +73.2% | -99.1% | -37.8% |
| All | -25.9% | +73.4% | -99.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling