+96.4%
CLF vs CVE
+137.5%
-41.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -11.0% |
| 7D | -21.0% | -14.1% | -6.9% | -15.5% |
| 30D | -8.0% | -11.6% | +3.6% | -2.9% |
| 3M | -10.9% | 0.0% | -11.0% | -11.4% |
| 6M | +5.8% | -8.4% | +14.2% | +7.8% |
| YTD | -15.1% | +65.9% | -81.0% | -34.6% |
| 1Y | +7.2% | +69.4% | -62.2% | -18.5% |
| 3Y | -34.2% | +55.9% | -90.1% | -48.9% |
| 5Y | -49.6% | +146.2% | -195.8% | -69.7% |
| All | +96.4% | +137.5% | -41.1% | -18.1% |
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