+18.8%
CLX vs CVE
+137.5%
-118.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.4% |
| 7D | +12.4% | -14.1% | +26.5% | +11.8% |
| 30D | +21.1% | -11.6% | +32.7% | +20.6% |
| 3M | -3.3% | 0.0% | -3.4% | -3.3% |
| 6M | +18.8% | -8.4% | +27.2% | +18.7% |
| YTD | +3.9% | +65.9% | -62.0% | +5.7% |
| 1Y | -3.8% | +69.4% | -73.2% | -2.1% |
| 3Y | -10.5% | +55.9% | -66.4% | -8.9% |
| 5Y | -26.7% | +146.2% | -172.8% | -23.6% |
| All | +18.8% | +137.5% | -118.7% | +32.9% |
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 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