+312.3%
CCJ vs CVE
+89.9%
+222.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.7% | +2.5% | -1.8% | -0.2% |
| 30D | +6.9% | +16.7% | -9.9% | +0.8% |
| 3M | -11.6% | +9.3% | -20.9% | -15.3% |
| 6M | -16.2% | +43.6% | -59.8% | -28.3% |
| YTD | +10.1% | +93.6% | -83.5% | -15.8% |
| 1Y | +32.3% | +98.8% | -66.5% | -0.5% |
| 3Y | +171.3% | +73.6% | +97.7% | +109.3% |
| 5Y | +372.4% | +312.5% | +59.9% | +159.2% |
| 10Y | +1,070.0% | +161.0% | +909.0% | +527.6% |
| All | +312.3% | +89.9% | +222.4% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling