+145.2%
CCL vs CVE
+54.6%
+90.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.4% |
| 7D | +2.6% | -14.1% | +16.7% | +3.2% |
| 30D | +11.3% | -11.6% | +22.9% | +11.7% |
| 3M | +0.3% | 0.0% | +0.2% | -0.6% |
| 6M | +16.1% | -8.4% | +24.5% | +16.0% |
| YTD | -1.6% | +65.9% | -67.5% | -16.7% |
| 1Y | +11.8% | +69.4% | -57.6% | -6.3% |
| All | +145.2% | +54.6% | +90.6% | +85.8% |
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