-13.4%
CLX vs CVE
+59.0%
-72.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.6% | +13.4% | +4.9% |
| 7D | +14.2% | -12.1% | +26.3% | +12.7% |
| 30D | +22.7% | -9.8% | +32.5% | +21.4% |
| 3M | -2.8% | -0.7% | -2.1% | -2.8% |
| 6M | +17.7% | -4.3% | +22.0% | +17.8% |
| YTD | +3.3% | +70.6% | -67.3% | +5.4% |
| 1Y | -5.6% | +73.2% | -78.8% | -3.6% |
| All | -13.4% | +59.0% | -72.4% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling