+813.5%
CCJ vs CVE
+144.4%
+669.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -13.7% | -10.8% | -2.9% | -10.9% |
| 3M | -24.7% | -4.3% | -20.4% | -24.3% |
| 6M | -38.1% | -1.5% | -36.7% | -38.9% |
| YTD | -18.8% | +70.7% | -89.5% | -33.3% |
| 1Y | -19.5% | +58.1% | -77.6% | -32.4% |
| 3Y | +75.9% | +69.8% | +6.0% | +41.1% |
| 5Y | +173.1% | +148.9% | +24.2% | +92.4% |
| 10Y | +813.5% | +143.5% | +669.9% | +488.2% |
| All | +813.5% | +144.4% | +669.1% | +488.2% |
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 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