+156.3%
CCJ vs CVE
+148.3%
+8.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -1.9% | -3.6% |
| 7D | -18.2% | -14.1% | -4.1% | -13.5% |
| 30D | -26.5% | -11.6% | -14.9% | -23.4% |
| 3M | -27.5% | 0.0% | -27.6% | -28.4% |
| 6M | -40.3% | -8.4% | -31.9% | -39.7% |
| YTD | -25.3% | +65.9% | -91.2% | -42.6% |
| 1Y | -28.1% | +69.4% | -97.5% | -45.5% |
| 3Y | +63.8% | +55.9% | +7.9% | +24.8% |
| 5Y | +156.3% | +146.2% | +10.1% | +30.9% |
| All | +156.3% | +148.3% | +8.0% | +30.9% |
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