-4.7%
CLX vs CVE
+159.5%
-164.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.4% |
| 7D | -9.2% | +2.5% | -11.7% | -9.1% |
| 30D | -11.0% | +16.7% | -27.8% | -10.5% |
| 3M | +5.0% | +9.3% | -4.2% | +5.5% |
| 6M | -18.8% | +43.6% | -62.4% | -17.7% |
| YTD | -4.4% | +93.6% | -98.0% | -2.3% |
| 1Y | -21.9% | +98.8% | -120.6% | -20.0% |
| 3Y | -32.8% | +73.6% | -106.4% | -31.3% |
| 5Y | -34.6% | +312.5% | -347.0% | -30.6% |
| All | -4.7% | +159.5% | -164.2% | +5.9% |
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