+73.4%
CL vs CVE
+136.1%
-62.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +1.3% | -16.1% | +17.5% | +1.8% |
| 30D | +11.4% | -10.4% | +21.7% | +11.6% |
| 3M | +4.4% | -2.4% | +6.8% | +4.4% |
| 6M | +10.8% | -4.4% | +15.2% | +10.7% |
| YTD | +25.1% | +64.9% | -39.8% | +22.6% |
| 1Y | +28.0% | +66.0% | -38.1% | +25.3% |
| 3Y | +37.6% | +57.7% | -20.0% | +34.3% |
| 5Y | +39.7% | +144.7% | -105.0% | +32.3% |
| All | +73.4% | +136.1% | -62.8% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling