-17.6%
CCJ vs CVE
+62.9%
-80.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | -0.8% | +5.9% | -6.7% | -0.9% |
| 30D | -13.2% | -10.9% | -2.3% | -13.1% |
| 3M | -27.6% | -4.5% | -23.1% | -27.7% |
| 6M | -38.7% | -1.0% | -37.7% | -38.6% |
| YTD | -22.7% | +74.7% | -97.4% | -33.6% |
| 1Y | -17.6% | +65.8% | -83.4% | -29.1% |
| All | -17.6% | +62.9% | -80.5% | -29.1% |
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