+179.9%
CCJ vs CVE
+136.5%
+43.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +0.4% | -10.0% | +10.4% | +4.3% |
| 30D | -17.2% | -11.9% | -5.4% | -13.6% |
| 3M | -25.1% | -5.9% | -19.2% | -24.2% |
| 6M | -37.6% | -1.6% | -36.0% | -38.7% |
| YTD | -20.4% | +66.3% | -86.6% | -38.7% |
| 1Y | -22.5% | +57.5% | -80.0% | -39.1% |
| 3Y | +72.5% | +65.4% | +7.0% | +28.1% |
| 5Y | +179.9% | +144.2% | +35.7% | +46.2% |
| All | +179.9% | +136.5% | +43.3% | +46.2% |
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 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