-65.0%
CLF vs CVE
+67.4%
-132.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.6% | -1.5% | -5.2% |
| 7D | -7.9% | -12.1% | +4.2% | -1.5% |
| 30D | +5.2% | -9.8% | +15.0% | +10.9% |
| 3M | +4.3% | -0.7% | +5.0% | +3.6% |
| 6M | +25.3% | -4.3% | +29.6% | +24.7% |
| YTD | -3.3% | +70.6% | -73.9% | -30.6% |
| 1Y | +20.2% | +73.2% | -52.9% | -14.8% |
| 3Y | -25.0% | +60.3% | -85.3% | -45.8% |
| 5Y | -42.1% | +159.3% | -201.4% | -70.4% |
| 10Y | +139.1% | +147.4% | -8.3% | -6.9% |
| All | -65.0% | +67.4% | -132.3% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling