+30.4%
CCL vs CVE
+67.4%
-36.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.6% | +14.9% | +10.1% |
| 7D | +11.6% | -12.1% | +23.7% | +16.4% |
| 30D | +22.5% | -9.8% | +32.3% | +26.2% |
| 3M | +6.4% | -0.7% | +7.1% | +4.9% |
| 6M | +23.4% | -4.3% | +27.7% | +21.0% |
| YTD | +4.2% | +70.6% | -66.4% | -20.4% |
| 1Y | +21.9% | +73.2% | -51.3% | -7.8% |
| 3Y | +153.6% | +60.3% | +93.2% | +90.4% |
| 5Y | +39.1% | +159.3% | -120.2% | -18.5% |
| 10Y | -25.7% | +147.4% | -173.1% | -68.2% |
| All | +30.4% | +67.4% | -36.9% | -45.8% |
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 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