+83.5%
CLF vs CVE
+132.7%
-49.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -9.1% | -10.0% | +0.9% | -4.5% |
| 30D | -0.9% | -11.9% | +10.9% | +4.7% |
| 3M | +3.0% | -5.9% | +8.9% | +5.2% |
| 6M | +16.7% | -1.6% | +18.3% | +15.3% |
| YTD | -3.2% | +66.3% | -69.4% | -25.4% |
| 1Y | +24.6% | +57.5% | -32.9% | -2.0% |
| 3Y | -22.3% | +65.4% | -87.7% | -41.1% |
| 5Y | -41.2% | +144.2% | -185.4% | -64.4% |
| 10Y | +83.5% | +135.5% | -52.0% | -25.9% |
| All | +83.5% | +132.7% | -49.2% | -25.9% |
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