-41.6%
CCL vs CVE
+159.5%
-201.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -5.0% | +2.5% | -7.6% | -6.1% |
| 30D | -20.3% | +16.7% | -37.1% | -25.5% |
| 3M | -15.1% | +9.3% | -24.4% | -19.6% |
| 6M | -15.1% | +43.6% | -58.7% | -30.0% |
| YTD | -21.8% | +93.6% | -115.4% | -44.0% |
| 1Y | -24.8% | +98.8% | -123.5% | -47.1% |
| 3Y | +51.9% | +73.6% | -21.7% | +8.3% |
| 5Y | +4.0% | +312.5% | -308.4% | -53.5% |
| All | -41.6% | +159.5% | -201.0% | -82.7% |
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 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