-19.9%
CCJ vs CVE
+59.0%
-78.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.7% |
| 7D | +2.7% | -10.1% | +12.8% | +3.0% |
| 30D | -14.4% | -12.1% | -2.3% | -14.1% |
| 3M | -22.6% | -1.9% | -20.7% | -22.8% |
| 6M | -35.4% | -1.8% | -33.6% | -35.6% |
| YTD | -17.6% | +65.8% | -83.4% | -30.2% |
| All | -19.9% | +59.0% | -78.9% | -31.8% |
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