-26.0%
CLF vs CVE
+59.0%
-85.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.6% | -1.5% | -5.8% |
| 7D | -7.9% | -12.1% | +4.2% | -2.5% |
| 30D | +5.2% | -9.8% | +15.0% | +10.1% |
| 3M | +4.3% | -0.7% | +5.0% | +3.5% |
| 6M | +25.3% | -4.3% | +29.6% | +24.8% |
| YTD | -3.3% | +70.6% | -73.9% | -32.7% |
| 1Y | +20.2% | +73.2% | -52.9% | -17.8% |
| All | -26.0% | +59.0% | -85.0% | -52.0% |
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 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