+1,225.8%
CLS vs CVE
+72.1%
+1,153.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +4.6% | +2.5% | +2.1% | +3.4% |
| 30D | -13.9% | +16.7% | -30.6% | -20.0% |
| 3M | -26.6% | +9.3% | -35.8% | -29.9% |
| 6M | +15.4% | +43.6% | -28.2% | -5.5% |
| YTD | +5.7% | +93.6% | -87.9% | -27.3% |
| 1Y | +41.1% | +98.8% | -57.6% | -5.4% |
| All | +1,225.8% | +72.1% | +1,153.7% | +758.9% |
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