+1,628.1%
CLS vs CVE
+136.1%
+1,491.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -22.2% | -16.1% | -6.0% | -17.5% |
| 30D | -44.4% | -10.4% | -34.0% | -42.4% |
| 3M | -34.3% | -2.4% | -31.9% | -34.0% |
| 6M | -50.1% | -4.4% | -45.6% | -49.8% |
| YTD | -30.1% | +64.9% | -95.0% | -41.7% |
| 1Y | -39.3% | +66.0% | -105.4% | -49.6% |
| 3Y | +732.7% | +57.7% | +675.1% | +595.8% |
| 5Y | +1,777.2% | +144.7% | +1,632.5% | +1,231.3% |
| All | +1,628.1% | +136.1% | +1,491.9% | +786.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling