+55.4%
CCL vs CVE
+72.1%
-16.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -5.0% | +2.5% | -7.6% | -5.2% |
| 30D | -20.3% | +16.7% | -37.1% | -21.4% |
| 3M | -15.1% | +9.3% | -24.4% | -15.7% |
| 6M | -15.1% | +43.6% | -58.7% | -21.3% |
| YTD | -21.8% | +93.6% | -115.4% | -33.5% |
| 1Y | -24.8% | +98.8% | -123.5% | -36.7% |
| All | +55.4% | +72.1% | -16.6% | +18.3% |
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