+42.8%
CL vs CVE
+148.3%
-105.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | -0.1% |
| 7D | +5.9% | -14.1% | +20.0% | +5.5% |
| 30D | +13.8% | -11.6% | +25.4% | +13.4% |
| 3M | +6.4% | 0.0% | +6.4% | +6.4% |
| 6M | +15.6% | -8.4% | +24.0% | +15.4% |
| YTD | +27.9% | +65.9% | -38.0% | +27.9% |
| 1Y | +31.4% | +69.4% | -38.0% | +31.5% |
| 3Y | +41.4% | +55.9% | -14.5% | +41.0% |
| 5Y | +42.8% | +146.2% | -103.4% | +41.6% |
| All | +42.8% | +148.3% | -105.5% | +41.6% |
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