+218.2%
CL vs CVE
+89.9%
+128.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.2% | +2.5% | -4.7% | -2.3% |
| 30D | -4.8% | +16.7% | -21.6% | -5.7% |
| 3M | +4.9% | +9.3% | -4.4% | +4.2% |
| 6M | -5.7% | +43.6% | -49.3% | -8.0% |
| YTD | +14.4% | +93.6% | -79.2% | +9.4% |
| 1Y | +8.7% | +98.8% | -90.0% | +3.8% |
| 3Y | +30.0% | +73.6% | -43.6% | +24.1% |
| 5Y | +28.4% | +312.5% | -284.1% | +12.8% |
| 10Y | +50.1% | +161.0% | -111.0% | +29.4% |
| All | +218.2% | +89.9% | +128.3% | +174.0% |
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 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