+8.6%
CLX vs CVE
+61.2%
-52.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.6% |
| 7D | +8.5% | +4.6% | +3.9% | +9.6% |
| 30D | +30.0% | -12.0% | +42.0% | +27.0% |
| 3M | +3.8% | -3.8% | +7.6% | +3.3% |
| 6M | +24.6% | -2.7% | +27.4% | +25.3% |
| YTD | +12.8% | +73.6% | -60.8% | +4.6% |
| 1Y | +8.6% | +62.0% | -53.4% | +1.6% |
| All | +8.6% | +61.2% | -52.6% | +1.6% |
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