+2,568.3%
CLS vs CVE
+67.4%
+2,500.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.6% | -1.4% | -6.5% |
| 7D | -21.1% | -12.1% | -9.1% | -17.6% |
| 30D | -38.2% | -9.8% | -28.4% | -36.1% |
| 3M | -36.3% | -0.7% | -35.6% | -36.5% |
| 6M | -43.8% | -4.3% | -39.5% | -43.7% |
| YTD | -20.0% | +70.6% | -90.6% | -34.8% |
| 1Y | -29.6% | +73.2% | -102.7% | -43.0% |
| 3Y | +821.3% | +60.3% | +761.0% | +658.1% |
| 5Y | +2,134.5% | +159.3% | +1,975.2% | +1,409.4% |
| 10Y | +1,896.7% | +147.4% | +1,749.3% | +983.0% |
| All | +2,568.3% | +67.4% | +2,500.9% | +1,485.3% |
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