+7.0%
CLX vs CVE
+59.5%
-52.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.1% |
| 7D | +13.6% | -10.0% | +23.6% | +11.3% |
| 30D | +29.1% | -11.9% | +40.9% | +25.9% |
| 3M | +1.6% | -5.9% | +7.5% | +0.6% |
| 6M | +18.7% | -1.6% | +20.3% | +18.8% |
| YTD | +11.1% | +66.3% | -55.2% | +2.1% |
| 1Y | +7.0% | +57.5% | -50.5% | -0.7% |
| All | +7.0% | +59.5% | -52.5% | -0.7% |
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