+728.5%
CLS vs CVE
+54.6%
+673.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.7% | -10.3% | -11.8% |
| 7D | -27.3% | -14.1% | -13.2% | -22.1% |
| 30D | -47.0% | -11.6% | -35.4% | -44.1% |
| 3M | -43.3% | 0.0% | -43.4% | -43.9% |
| 6M | -50.8% | -8.4% | -42.4% | -49.6% |
| YTD | -30.4% | +65.9% | -96.3% | -49.5% |
| 1Y | -41.7% | +69.4% | -111.1% | -58.4% |
| All | +728.5% | +54.6% | +673.9% | +472.2% |
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 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