-31.2%
CCL vs CVE
+136.1%
-167.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | +2.6% | -16.1% | +18.7% | +9.5% |
| 30D | +13.1% | -10.4% | +23.5% | +17.1% |
| 3M | +3.3% | -2.4% | +5.7% | +2.5% |
| 6M | +8.7% | -4.4% | +13.1% | +6.6% |
| YTD | -1.6% | +64.9% | -66.5% | -26.0% |
| 1Y | +14.0% | +66.0% | -52.0% | -14.9% |
| 3Y | +145.1% | +57.7% | +87.5% | +79.0% |
| 5Y | +21.2% | +144.7% | -123.5% | -32.6% |
| All | -31.2% | +136.1% | -167.3% | -78.5% |
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