+22.2%
CCL vs CVE
+142.8%
-120.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | -16.1% | +18.7% | +6.3% |
| 30D | +13.1% | -10.4% | +23.5% | +15.2% |
| 3M | +3.3% | -2.4% | +5.7% | +2.6% |
| 6M | +8.7% | -4.4% | +13.1% | +7.2% |
| YTD | -1.6% | +64.9% | -66.5% | -20.7% |
| 1Y | +14.0% | +66.0% | -52.0% | -8.6% |
| 3Y | +145.1% | +57.7% | +87.5% | +91.0% |
| All | +22.2% | +142.8% | -120.6% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling