+825.2%
CCJ vs CVE
+136.1%
+689.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -7.3% | -16.1% | +8.8% | -2.3% |
| 30D | -20.0% | -10.4% | -9.6% | -17.5% |
| 3M | -23.8% | -2.4% | -21.5% | -23.9% |
| 6M | -42.4% | -4.4% | -38.0% | -42.5% |
| YTD | -22.1% | +64.9% | -87.0% | -35.3% |
| 1Y | -20.8% | +66.0% | -86.9% | -34.6% |
| 3Y | +75.7% | +57.7% | +18.1% | +44.2% |
| 5Y | +167.4% | +144.7% | +22.7% | +89.7% |
| All | +825.2% | +136.1% | +689.1% | +495.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling