-29.4%
CCL vs CVE
+132.7%
-162.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +5.8% | -10.0% | +15.8% | +10.0% |
| 30D | +17.3% | -11.9% | +29.1% | +22.2% |
| 3M | +11.3% | -5.9% | +17.3% | +12.3% |
| 6M | +18.5% | -1.6% | +20.0% | +14.7% |
| YTD | +2.8% | +66.3% | -63.5% | -23.0% |
| 1Y | +16.7% | +57.5% | -40.8% | -10.7% |
| 3Y | +146.0% | +65.4% | +80.6% | +76.0% |
| 5Y | +33.6% | +144.2% | -110.5% | -25.5% |
| 10Y | -29.4% | +135.5% | -165.0% | -78.0% |
| All | -29.4% | +132.7% | -162.1% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling