-35.1%
CLF vs CVE
+54.6%
-89.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -11.0% |
| 7D | -21.0% | -14.1% | -6.9% | -15.3% |
| 30D | -8.0% | -11.6% | +3.6% | -2.7% |
| 3M | -10.9% | 0.0% | -11.0% | -11.7% |
| 6M | +5.8% | -8.4% | +14.2% | +7.8% |
| YTD | -15.1% | +65.9% | -81.0% | -40.1% |
| 1Y | +7.2% | +69.4% | -62.2% | -25.9% |
| All | -35.1% | +54.6% | -89.7% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling