-21.9%
CLX vs CVE
+99.6%
-121.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -9.2% | +2.5% | -11.7% | -8.8% |
| 30D | -11.0% | +16.7% | -27.8% | -8.5% |
| 3M | +5.0% | +9.3% | -4.2% | +7.6% |
| 6M | -18.8% | +43.6% | -62.4% | -16.8% |
| YTD | -4.4% | +93.6% | -98.0% | -4.4% |
| 1Y | -21.9% | +98.8% | -120.6% | -21.4% |
| All | -21.9% | +99.6% | -121.5% | -21.4% |
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