-29.6%
CLS vs CVE
+73.4%
-103.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.6% | -1.4% | -7.9% |
| 7D | -21.1% | -12.1% | -9.1% | -19.7% |
| 30D | -38.2% | -9.8% | -28.4% | -37.3% |
| 3M | -36.3% | -0.7% | -35.6% | -36.2% |
| 6M | -43.8% | -4.3% | -39.5% | -43.6% |
| YTD | -20.0% | +70.6% | -90.6% | -26.6% |
| 1Y | -29.6% | +73.2% | -102.7% | -36.8% |
| All | -29.6% | +73.4% | -103.0% | -36.8% |
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 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