+179.7%
CCJ vs CVE
+62.8%
+116.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -1.9% | -3.7% |
| 7D | -18.2% | -14.1% | -4.1% | -13.7% |
| 30D | -26.5% | -11.6% | -14.9% | -23.5% |
| 3M | -27.5% | 0.0% | -27.6% | -28.2% |
| 6M | -40.3% | -8.4% | -31.9% | -39.7% |
| YTD | -25.3% | +65.9% | -91.2% | -40.0% |
| 1Y | -28.1% | +69.4% | -97.5% | -42.9% |
| 3Y | +63.8% | +55.9% | +7.9% | +30.6% |
| 5Y | +156.3% | +146.2% | +10.1% | +68.6% |
| 10Y | +787.8% | +140.6% | +647.1% | +384.3% |
| All | +179.7% | +62.8% | +116.9% | +74.2% |
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 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