-65.9%
CLF vs CVE
+89.9%
-155.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.5% |
| 7D | +7.6% | +2.5% | +5.1% | +6.1% |
| 30D | -1.2% | +16.7% | -17.9% | -9.3% |
| 3M | -13.4% | +9.3% | -22.6% | -18.5% |
| 6M | +15.4% | +43.6% | -28.2% | -8.0% |
| YTD | -5.9% | +93.6% | -99.5% | -36.4% |
| 1Y | +18.8% | +98.8% | -79.9% | -21.2% |
| 3Y | -19.4% | +73.6% | -93.0% | -44.1% |
| 5Y | -47.7% | +312.5% | -360.2% | -79.2% |
| 10Y | +130.4% | +161.0% | -30.7% | -12.2% |
| All | -65.9% | +89.9% | -155.8% | -84.2% |
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 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