+31.8%
CLX vs CVE
+149.3%
-117.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +9.5% | +5.9% | +3.6% | +9.8% |
| 30D | +30.7% | -10.9% | +41.5% | +30.2% |
| 3M | +4.2% | -4.5% | +8.7% | +4.1% |
| 6M | +22.1% | -1.0% | +23.1% | +22.3% |
| YTD | +14.1% | +74.7% | -60.7% | +16.3% |
| 1Y | +10.3% | +65.8% | -55.5% | +12.3% |
| 3Y | -7.8% | +73.2% | -81.0% | -5.8% |
| 5Y | -20.8% | +155.6% | -176.4% | -17.4% |
| All | +31.8% | +149.3% | -117.5% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling