+40.8%
CL vs CVE
+59.0%
-18.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +2.7% |
| 7D | +7.7% | -12.1% | +19.8% | +6.7% |
| 30D | +15.2% | -9.8% | +25.0% | +14.4% |
| 3M | +7.3% | -0.7% | +8.1% | +7.3% |
| 6M | +17.0% | -4.3% | +21.3% | +16.9% |
| YTD | +28.0% | +70.6% | -42.6% | +30.6% |
| 1Y | +32.1% | +73.2% | -41.0% | +34.9% |
| All | +40.8% | +59.0% | -18.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling