+13.6%
CLF vs CVE
+67.8%
-54.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -19.6% | -16.1% | -3.4% | -17.9% |
| 30D | -5.0% | -10.4% | +5.4% | -3.3% |
| 3M | -6.3% | -2.4% | -3.9% | -5.7% |
| 6M | +2.8% | -4.4% | +7.2% | +2.9% |
| YTD | -13.7% | +64.9% | -78.7% | -29.5% |
| 1Y | +13.6% | +66.0% | -52.4% | -7.9% |
| All | +13.6% | +67.8% | -54.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling