+23.2%
CCL vs CVE
+62.8%
-39.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -4.5% |
| 7D | +2.6% | -14.1% | +16.7% | +7.9% |
| 30D | +11.3% | -11.6% | +22.9% | +15.6% |
| 3M | +0.3% | 0.0% | +0.2% | -1.4% |
| 6M | +16.1% | -8.4% | +24.5% | +15.8% |
| YTD | -1.6% | +65.9% | -67.5% | -24.0% |
| 1Y | +11.8% | +69.4% | -57.6% | -14.7% |
| 3Y | +139.6% | +55.9% | +83.6% | +81.8% |
| 5Y | +21.3% | +146.2% | -124.9% | -27.5% |
| 10Y | -29.8% | +140.6% | -170.4% | -69.6% |
| All | +23.2% | +62.8% | -39.5% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling