+256.0%
CL vs CVE
+67.4%
+188.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +3.7% |
| 7D | +7.7% | -12.1% | +19.8% | +8.4% |
| 30D | +15.2% | -9.8% | +25.0% | +15.8% |
| 3M | +7.3% | -0.7% | +8.1% | +7.2% |
| 6M | +17.0% | -4.3% | +21.3% | +16.9% |
| YTD | +28.0% | +70.6% | -42.6% | +23.2% |
| 1Y | +32.1% | +73.2% | -41.0% | +27.0% |
| 3Y | +41.5% | +60.3% | -18.8% | +35.5% |
| 5Y | +43.9% | +159.3% | -115.4% | +30.8% |
| 10Y | +79.8% | +147.4% | -67.6% | +54.6% |
| All | +256.0% | +67.4% | +188.7% | +208.4% |
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