+346.1%
CCJ vs CVE
+317.2%
+28.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.7% | +2.5% | -1.8% | -0.3% |
| 30D | +6.9% | +16.7% | -9.9% | +0.4% |
| 3M | -11.6% | +9.3% | -20.9% | -15.4% |
| 6M | -16.2% | +43.6% | -59.8% | -29.7% |
| YTD | +10.1% | +93.6% | -83.5% | -19.0% |
| 1Y | +32.3% | +98.8% | -66.5% | -4.6% |
| 3Y | +171.3% | +73.6% | +97.7% | +102.1% |
| All | +346.1% | +317.2% | +28.9% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling