+22.8%
CCL vs CVE
+142.8%
-120.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.1% | -16.1% | +19.3% | +6.9% |
| 30D | +13.7% | -10.4% | +24.1% | +15.8% |
| 3M | +3.8% | -2.4% | +6.2% | +3.1% |
| 6M | +9.3% | -4.4% | +13.7% | +7.8% |
| YTD | -1.1% | +64.9% | -66.0% | -20.3% |
| 1Y | +14.6% | +66.0% | -51.5% | -8.1% |
| 3Y | +146.4% | +57.7% | +88.7% | +92.0% |
| All | +22.8% | +142.8% | -120.0% | -22.5% |
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 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