+146.4%
CCL vs CVE
+53.7%
+92.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +3.1% | -16.1% | +19.3% | +3.8% |
| 30D | +13.7% | -10.4% | +24.1% | +13.9% |
| 3M | +3.8% | -2.4% | +6.2% | +3.1% |
| 6M | +9.3% | -4.4% | +13.7% | +8.3% |
| YTD | -1.1% | +64.9% | -66.0% | -16.2% |
| 1Y | +14.6% | +66.0% | -51.5% | -3.5% |
| 3Y | +146.4% | +57.7% | +88.7% | +86.8% |
| All | +146.4% | +53.7% | +92.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling