-5.6%
CLX vs CVE
+73.4%
-79.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.6% | +13.4% | +4.1% |
| 7D | +14.2% | -12.1% | +26.3% | +11.4% |
| 30D | +22.7% | -9.8% | +32.5% | +20.3% |
| 3M | -2.8% | -0.7% | -2.1% | -2.7% |
| 6M | +17.7% | -4.3% | +22.0% | +18.0% |
| YTD | +3.3% | +70.6% | -67.3% | -3.5% |
| 1Y | -5.6% | +73.2% | -78.8% | -10.2% |
| All | -5.6% | +73.4% | -79.0% | -10.2% |
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 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